+750.5%
PBF vs CHWY
-72.6%
+823.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.7% |
| 7D | +5.3% | -13.6% | +18.9% | +5.9% |
| 30D | +11.7% | -8.5% | +20.3% | +12.0% |
| 3M | +91.1% | +8.9% | +82.2% | +89.8% |
| 6M | +88.4% | -20.5% | +108.9% | +89.3% |
| YTD | +194.1% | -38.2% | +232.2% | +199.0% |
| 1Y | +180.4% | -43.3% | +223.7% | +186.3% |
| 3Y | +59.3% | -8.5% | +67.9% | +57.1% |
| All | +750.5% | -72.6% | +823.1% | +796.2% |
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