+73.3%
PR vs CHWY
-43.2%
+116.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.4% |
| 7D | -0.2% | -12.0% | +11.9% | -0.8% |
| 30D | +10.4% | -6.2% | +16.6% | +10.3% |
| 3M | +21.1% | +5.5% | +15.6% | +21.8% |
| 6M | +28.8% | -17.8% | +46.5% | +29.9% |
| YTD | +71.8% | -36.2% | +108.0% | +71.7% |
| 1Y | +73.3% | -40.0% | +113.3% | +72.0% |
| All | +73.3% | -43.2% | +116.5% | +72.0% |
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