+158.8%
PGR vs CHWY
-72.6%
+231.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.8% |
| 7D | -0.6% | -13.6% | +13.0% | -0.1% |
| 30D | +4.9% | -8.5% | +13.5% | +5.2% |
| 3M | +7.6% | +8.9% | -1.3% | +7.3% |
| 6M | +8.3% | -20.5% | +28.7% | +8.8% |
| YTD | +1.7% | -38.2% | +39.9% | +3.1% |
| 1Y | -6.8% | -43.3% | +36.4% | -5.4% |
| 3Y | +73.4% | -8.5% | +82.0% | +73.1% |
| All | +158.8% | -72.6% | +231.4% | +154.2% |
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