+28.8%
PEP vs CHWY
-43.2%
+72.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | -1.0% | -13.6% | +12.7% | -0.2% |
| 30D | -0.7% | -8.5% | +7.9% | -0.3% |
| 3M | -4.1% | +8.9% | -13.0% | -4.6% |
| 6M | -13.1% | -20.5% | +7.4% | -12.3% |
| YTD | -2.1% | -38.2% | +36.0% | -0.2% |
| 1Y | -1.7% | -43.3% | +41.6% | +0.6% |
| 3Y | -15.1% | -8.5% | -6.6% | -16.6% |
| 5Y | +3.1% | -72.7% | +75.9% | +6.4% |
| All | +28.8% | -43.2% | +72.1% | +2.8% |
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