+378.9%
PBR vs CHWY
-43.2%
+422.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.7% |
| 7D | +5.4% | -13.6% | +19.0% | +6.2% |
| 30D | +22.9% | -8.5% | +31.4% | +23.4% |
| 3M | +19.6% | +8.9% | +10.7% | +18.7% |
| 6M | +16.5% | -20.5% | +36.9% | +17.5% |
| YTD | +86.7% | -38.2% | +124.8% | +90.9% |
| 1Y | +74.7% | -43.3% | +118.0% | +79.5% |
| 3Y | +102.6% | -8.5% | +111.1% | +96.9% |
| 5Y | +566.6% | -72.7% | +639.3% | +592.7% |
| All | +378.9% | -43.2% | +422.1% | +273.7% |
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