+59.3%
PBF vs CHWY
-11.7%
+71.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.7% |
| 7D | +5.3% | -13.6% | +18.9% | +5.7% |
| 30D | +11.7% | -8.5% | +20.3% | +11.9% |
| 3M | +91.1% | +8.9% | +82.2% | +89.6% |
| 6M | +88.4% | -20.5% | +108.9% | +89.0% |
| YTD | +194.1% | -38.2% | +232.2% | +199.7% |
| 1Y | +180.4% | -43.3% | +223.7% | +187.7% |
| 3Y | +59.3% | -8.5% | +67.9% | +52.1% |
| All | +59.3% | -11.7% | +71.0% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling