+247.5%
PM vs CHWY
-42.4%
+289.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.8% | +11.4% | +0.8% |
| 7D | -1.2% | -14.1% | +13.0% | -0.8% |
| 30D | -0.2% | -8.1% | +8.0% | 0.0% |
| 3M | +4.9% | +1.7% | +3.2% | +4.8% |
| 6M | +9.0% | -20.7% | +29.7% | +9.5% |
| YTD | +17.8% | -37.2% | +55.0% | +18.8% |
| 1Y | +16.8% | -50.7% | +67.5% | +18.5% |
| 3Y | +125.4% | -9.7% | +135.2% | +123.9% |
| 5Y | +128.7% | -72.9% | +201.6% | +130.7% |
| All | +247.5% | -42.4% | +289.9% | +196.2% |
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