+238.9%
PCAR vs CHWY
-35.4%
+274.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | -7.7% | -1.1% | -6.6% | -7.7% |
| 3M | +3.7% | +15.5% | -11.8% | +2.6% |
| 6M | +2.3% | -8.5% | +10.8% | +2.5% |
| YTD | +12.8% | -29.6% | +42.4% | +14.9% |
| 1Y | +27.8% | -44.1% | +71.8% | +31.8% |
| 3Y | +61.8% | +1.2% | +60.6% | +58.1% |
| 5Y | +168.2% | -69.4% | +237.6% | +172.1% |
| All | +238.9% | -35.4% | +274.3% | +197.0% |
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