+106.0%
PLD vs CHWY
-43.2%
+149.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.4% |
| 7D | -1.2% | -13.6% | +12.5% | +0.6% |
| 30D | -3.5% | -8.5% | +5.0% | -2.6% |
| 3M | -7.1% | +8.9% | -16.0% | -8.5% |
| 6M | +2.6% | -20.5% | +23.0% | +4.7% |
| YTD | +8.0% | -38.2% | +46.1% | +13.5% |
| 1Y | +22.1% | -43.3% | +65.3% | +29.3% |
| 3Y | +22.3% | -8.5% | +30.8% | +17.2% |
| 5Y | +17.3% | -72.7% | +90.1% | +24.6% |
| All | +106.0% | -43.2% | +149.3% | +60.7% |
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