+539.7%
PH vs CHWY
-42.4%
+582.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.8% | +10.2% | +0.5% |
| 7D | 0.0% | -14.1% | +14.2% | +1.6% |
| 30D | -10.3% | -8.1% | -2.1% | -9.6% |
| 3M | +5.1% | +1.7% | +3.3% | +4.3% |
| 6M | +2.3% | -20.7% | +22.9% | +4.1% |
| YTD | +8.7% | -37.2% | +45.9% | +13.3% |
| 1Y | +26.8% | -50.7% | +77.5% | +35.2% |
| 3Y | +139.2% | -9.7% | +148.9% | +133.6% |
| 5Y | +251.1% | -72.9% | +324.0% | +263.7% |
| All | +539.7% | -42.4% | +582.1% | +461.8% |
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