-25.6%
PINS vs CHWY
-34.3%
+8.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.7% |
| 7D | -12.0% | +1.7% | -13.8% | -12.6% |
| 30D | -12.7% | -1.5% | -11.1% | -12.4% |
| 3M | -5.5% | +13.6% | -19.2% | -10.1% |
| 6M | +5.3% | -7.3% | +12.5% | +6.5% |
| YTD | -21.2% | -28.4% | +7.2% | -13.2% |
| 1Y | -45.0% | -42.5% | -2.5% | -35.4% |
| 3Y | -26.2% | -4.1% | -22.1% | -33.8% |
| 5Y | -64.0% | -69.2% | +5.2% | -56.0% |
| All | -25.6% | -34.3% | +8.7% | -38.4% |
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