+79.2%
PR vs CHWY
-31.4%
+110.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | -4.2% | +8.1% | -12.3% | -3.7% |
| 3M | +10.0% | +0.3% | +9.7% | +10.3% |
| 6M | +15.6% | +4.0% | +11.6% | +17.0% |
| YTD | +68.2% | -31.9% | +100.0% | +73.7% |
| 1Y | +79.2% | -32.8% | +112.0% | +85.5% |
| All | +79.2% | -31.4% | +110.6% | +85.5% |
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