+53.5%
PPL vs CHWY
+0.5%
+53.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | +1.8% | -1.9% | +3.7% | +1.8% |
| 30D | -1.1% | -1.1% | 0.0% | -1.1% |
| 3M | 0.0% | +15.5% | -15.5% | -0.6% |
| 6M | -7.6% | -8.5% | +0.9% | -7.5% |
| YTD | +1.7% | -29.6% | +31.3% | +2.7% |
| 1Y | +1.5% | -44.1% | +45.6% | +3.2% |
| All | +53.5% | +0.5% | +53.0% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling