+327.2%
PR vs CHWY
-41.4%
+368.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -0.2% | -12.0% | +11.9% | +0.5% |
| 30D | +10.4% | -6.2% | +16.6% | +10.8% |
| 3M | +21.1% | +5.5% | +15.6% | +20.4% |
| 6M | +28.8% | -17.8% | +46.5% | +29.7% |
| YTD | +71.8% | -36.2% | +108.0% | +75.7% |
| 1Y | +73.3% | -40.0% | +113.3% | +77.7% |
| 3Y | +85.9% | -8.3% | +94.2% | +83.0% |
| 5Y | +421.8% | -71.9% | +493.6% | +407.8% |
| All | +327.2% | -41.4% | +368.6% | +477.2% |
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