+53.3%
PCG vs CHWY
-72.6%
+125.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | +0.5% | -12.0% | +12.5% | +1.3% |
| 30D | -18.9% | -6.2% | -12.7% | -18.7% |
| 3M | -15.8% | +5.5% | -21.3% | -16.3% |
| 6M | -22.6% | -17.8% | -4.8% | -21.9% |
| YTD | -12.2% | -36.2% | +24.0% | -10.0% |
| 1Y | -7.1% | -40.0% | +32.9% | -4.5% |
| 3Y | -15.8% | -8.3% | -7.5% | -17.5% |
| 5Y | +53.3% | -71.9% | +125.2% | +50.3% |
| All | +53.3% | -72.6% | +125.9% | +50.3% |
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