+46.4%
PPL vs CHWY
-68.5%
+114.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | +1.7% | +14.7% | -13.0% | +1.0% |
| 3M | +0.1% | +1.1% | -1.0% | 0.0% |
| 6M | -1.5% | -1.3% | -0.2% | -1.7% |
| YTD | +3.0% | -31.6% | +34.6% | +4.3% |
| 1Y | -1.4% | -31.5% | +30.1% | -0.2% |
| 3Y | +53.5% | +13.2% | +40.2% | +49.9% |
| 5Y | +46.4% | -70.6% | +117.0% | +40.6% |
| All | +46.4% | -68.5% | +114.9% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling