+1,684.5%
PLTR vs CHWY
-62.2%
+1,746.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.8% | +10.4% | +3.9% |
| 7D | 0.0% | -14.1% | +14.2% | +6.1% |
| 30D | -3.3% | -8.1% | +4.9% | -0.6% |
| 3M | +28.4% | +1.7% | +26.6% | +26.1% |
| 6M | +8.4% | -20.7% | +29.0% | +16.6% |
| YTD | -4.6% | -37.2% | +32.6% | +11.8% |
| 1Y | +4.4% | -50.7% | +55.1% | +32.8% |
| 3Y | +1,020.5% | -9.7% | +1,030.2% | +889.7% |
| 5Y | +548.8% | -72.9% | +621.7% | +791.5% |
| All | +1,684.5% | -62.2% | +1,746.7% | +2,355.7% |
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 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