+270.7%
PBF vs CHWY
-42.4%
+313.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.8% | +10.5% | 0.0% |
| 7D | +1.4% | -14.1% | +15.5% | +1.9% |
| 30D | +15.8% | -8.1% | +24.0% | +16.1% |
| 3M | +90.3% | +1.7% | +88.6% | +89.7% |
| 6M | +102.8% | -20.7% | +123.5% | +103.8% |
| YTD | +187.3% | -37.2% | +224.5% | +191.4% |
| 1Y | +161.8% | -50.7% | +212.6% | +168.4% |
| 3Y | +55.5% | -9.7% | +65.2% | +53.7% |
| 5Y | +801.9% | -72.9% | +874.8% | +801.7% |
| All | +270.7% | -42.4% | +313.0% | +173.5% |
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