-2.5%
PFE vs CHWY
-42.4%
+39.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.8% | +10.8% | +0.5% |
| 7D | -4.3% | -14.1% | +9.9% | -3.6% |
| 30D | +2.7% | -8.1% | +10.8% | +3.1% |
| 3M | +10.0% | +1.7% | +8.3% | +9.8% |
| 6M | +7.2% | -20.7% | +27.8% | +8.1% |
| YTD | +17.3% | -37.2% | +54.5% | +19.4% |
| 1Y | +20.3% | -50.7% | +71.0% | +23.7% |
| 3Y | -1.6% | -9.7% | +8.1% | -3.0% |
| 5Y | -21.4% | -72.9% | +51.5% | -20.4% |
| All | -2.5% | -42.4% | +39.8% | -18.9% |
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