+46.0%
PPL vs CHWY
-43.2%
+89.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | -0.3% |
| 7D | -2.1% | -13.6% | +11.5% | -1.6% |
| 30D | -3.1% | -8.5% | +5.5% | -2.8% |
| 3M | -3.1% | +8.9% | -12.0% | -3.5% |
| 6M | -8.0% | -20.5% | +12.5% | -7.4% |
| YTD | -0.3% | -38.2% | +37.8% | +1.1% |
| 1Y | -2.2% | -43.3% | +41.0% | -0.6% |
| 3Y | +50.4% | -8.5% | +58.9% | +48.9% |
| 5Y | +36.9% | -72.7% | +109.6% | +37.8% |
| All | +46.0% | -43.2% | +89.3% | +23.9% |
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