-78.0%
PATH vs CHWY
-69.1%
-8.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.4% | -16.1% |
| 7D | -16.3% | +1.7% | -18.0% | -16.9% |
| 30D | +9.9% | -1.5% | +11.5% | +10.3% |
| 3M | +30.2% | +13.6% | +16.5% | +22.1% |
| 6M | +37.2% | -7.3% | +44.5% | +39.4% |
| YTD | -7.3% | -28.4% | +21.1% | +5.5% |
| 1Y | +40.0% | -42.5% | +82.5% | +73.0% |
| 3Y | -4.4% | -4.1% | -0.3% | -18.4% |
| 5Y | -76.0% | -69.2% | -6.9% | -68.1% |
| All | -78.0% | -69.1% | -8.9% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling