-26.5%
PINS vs CHWY
-35.4%
+8.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.7% |
| 7D | -5.2% | -1.9% | -3.3% | -4.6% |
| 30D | -14.9% | -1.1% | -13.8% | -14.8% |
| 3M | -8.4% | +15.5% | -23.9% | -13.3% |
| 6M | +0.6% | -8.5% | +9.1% | +2.3% |
| YTD | -22.2% | -29.6% | +7.4% | -13.9% |
| 1Y | -46.9% | -44.1% | -2.8% | -37.0% |
| 3Y | -26.9% | +1.2% | -28.1% | -35.8% |
| 5Y | -63.0% | -69.4% | +6.4% | -54.7% |
| All | -26.5% | -35.4% | +8.8% | -38.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling