-24.0%
PCG vs CHWY
-43.2%
+19.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.4% |
| 7D | -3.5% | -13.6% | +10.1% | -2.3% |
| 30D | -20.6% | -8.5% | -12.1% | -20.1% |
| 3M | -17.6% | +8.9% | -26.5% | -18.4% |
| 6M | -23.5% | -20.5% | -3.0% | -22.4% |
| YTD | -13.6% | -38.2% | +24.5% | -10.5% |
| 1Y | -11.3% | -43.3% | +31.9% | -7.6% |
| 3Y | -16.9% | -8.5% | -8.4% | -19.4% |
| 5Y | +50.8% | -72.7% | +123.6% | +59.3% |
| All | -24.0% | -43.2% | +19.2% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling