+17.0%
PG vs CHWY
-28.3%
+45.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.1% | -2.9% | +2.7% |
| 7D | +5.7% | +13.4% | -7.6% | +4.6% |
| 30D | +15.4% | +28.4% | -13.0% | +13.4% |
| 3M | +13.8% | -2.9% | +16.7% | +13.3% |
| 6M | +18.3% | -4.7% | +23.0% | +16.6% |
| YTD | +20.1% | -29.2% | +49.3% | +15.6% |
| 1Y | +17.0% | -30.7% | +47.7% | +12.3% |
| All | +17.0% | -28.3% | +45.3% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling