+23.6%
PAYX vs CHWY
-72.6%
+96.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.9% |
| 7D | -4.9% | -13.6% | +8.8% | -3.2% |
| 30D | -3.8% | -8.5% | +4.7% | -2.8% |
| 3M | +17.9% | +8.9% | +9.0% | +16.4% |
| 6M | +26.1% | -20.5% | +46.5% | +28.9% |
| YTD | +6.7% | -38.2% | +44.9% | +12.1% |
| 1Y | -10.7% | -43.3% | +32.5% | -5.6% |
| 3Y | +7.0% | -8.5% | +15.5% | +4.0% |
| All | +23.6% | -72.6% | +96.2% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling