+57.1%
PG vs CHWY
-43.2%
+100.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.7% |
| 7D | -0.8% | -13.6% | +12.8% | -0.2% |
| 30D | +0.8% | -8.5% | +9.4% | +1.2% |
| 3M | -1.3% | +8.9% | -10.2% | -1.8% |
| 6M | -3.8% | -20.5% | +16.6% | -3.1% |
| YTD | +3.6% | -38.2% | +41.8% | +5.4% |
| 1Y | -5.7% | -43.3% | +37.5% | -3.8% |
| 3Y | +1.6% | -8.5% | +10.1% | +0.1% |
| 5Y | +14.6% | -72.7% | +87.3% | +17.7% |
| All | +57.1% | -43.2% | +100.3% | +28.7% |
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