-30.5%
PINS vs CHWY
-43.2%
+12.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +2.5% |
| 7D | -6.6% | -13.6% | +7.0% | -1.7% |
| 30D | -16.8% | -8.5% | -8.3% | -14.3% |
| 3M | -11.4% | +8.9% | -20.3% | -14.3% |
| 6M | -1.7% | -20.5% | +18.8% | +5.0% |
| YTD | -26.4% | -38.2% | +11.7% | -14.7% |
| 1Y | -45.5% | -43.3% | -2.3% | -35.2% |
| 3Y | -31.7% | -8.5% | -23.2% | -37.9% |
| 5Y | -64.9% | -72.7% | +7.9% | -55.2% |
| All | -30.5% | -43.2% | +12.7% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling