-21.3%
PCG vs CHWY
-34.3%
+13.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | -13.9% | +1.7% | -15.6% | -14.0% |
| 30D | -16.9% | -1.5% | -15.3% | -16.8% |
| 3M | -14.7% | +13.6% | -28.4% | -15.9% |
| 6M | -23.8% | -7.3% | -16.6% | -23.7% |
| YTD | -10.5% | -28.4% | +17.9% | -8.4% |
| 1Y | -5.1% | -42.5% | +37.4% | -1.3% |
| 3Y | -11.6% | -4.1% | -7.5% | -14.4% |
| 5Y | +59.0% | -69.2% | +128.2% | +66.4% |
| All | -21.3% | -34.3% | +13.0% | -43.4% |
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