+134.5%
PNC vs CHWY
-43.2%
+177.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.8% |
| 7D | -0.6% | -13.6% | +13.1% | +0.8% |
| 30D | -4.4% | -8.5% | +4.2% | -3.7% |
| 3M | +5.2% | +8.9% | -3.7% | +4.0% |
| 6M | +20.6% | -20.5% | +41.1% | +22.6% |
| YTD | +19.8% | -38.2% | +57.9% | +24.5% |
| 1Y | +24.4% | -43.3% | +67.7% | +30.2% |
| 3Y | +131.2% | -8.5% | +139.8% | +125.0% |
| 5Y | +53.1% | -72.7% | +125.8% | +57.1% |
| All | +134.5% | -43.2% | +177.7% | +83.7% |
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