+87.0%
PR vs CHWY
-28.3%
+115.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.1% | -12.7% | -6.1% |
| 7D | -12.1% | +13.4% | -25.5% | -11.4% |
| 30D | +0.9% | +28.4% | -27.5% | +2.0% |
| 3M | +10.1% | -2.9% | +13.0% | +10.4% |
| 6M | +1.1% | -4.7% | +5.8% | +3.5% |
| YTD | +63.7% | -29.2% | +92.9% | +70.9% |
| 1Y | +87.0% | -30.7% | +117.8% | +97.0% |
| All | +87.0% | -28.3% | +115.4% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling