-19.0%
PFE vs CHWY
-72.6%
+53.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.4% |
| 7D | -2.6% | -13.6% | +11.0% | -2.0% |
| 30D | +5.4% | -8.5% | +13.9% | +5.7% |
| 3M | +7.8% | +8.9% | -1.1% | +7.3% |
| 6M | +5.0% | -20.5% | +25.5% | +5.9% |
| YTD | +17.1% | -38.2% | +55.2% | +19.2% |
| 1Y | +19.3% | -43.3% | +62.6% | +21.8% |
| 3Y | -0.9% | -8.5% | +7.6% | -2.4% |
| All | -19.0% | -72.6% | +53.7% | -25.5% |
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