+313.1%
PR vs CHWY
-37.2%
+350.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.1% |
| 7D | +6.7% | -1.7% | +8.4% | +6.8% |
| 30D | -6.1% | +14.7% | -20.8% | -7.0% |
| 3M | +6.9% | +1.1% | +5.7% | +6.6% |
| 6M | +14.6% | -1.3% | +15.9% | +14.2% |
| YTD | +66.1% | -31.6% | +97.8% | +69.0% |
| 1Y | +77.0% | -31.5% | +108.5% | +80.0% |
| 3Y | +93.8% | +13.2% | +80.6% | +88.5% |
| 5Y | +268.2% | -70.6% | +338.9% | +255.6% |
| All | +313.1% | -37.2% | +350.3% | +455.3% |
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