+30.9%
PEP vs CHWY
-35.4%
+66.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | +0.7% | -1.1% | +1.8% | +0.7% |
| 3M | -0.5% | +15.5% | -16.0% | -1.3% |
| 6M | -11.3% | -8.5% | -2.8% | -11.2% |
| YTD | -0.6% | -29.6% | +29.0% | +0.7% |
| 1Y | +1.7% | -44.1% | +45.7% | +4.0% |
| 3Y | -12.5% | +1.2% | -13.7% | -14.4% |
| 5Y | +3.9% | -69.4% | +73.3% | +6.6% |
| All | +30.9% | -35.4% | +66.2% | +3.7% |
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 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