+85.5%
PR vs CHWY
-0.4%
+85.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.3% |
| 7D | -0.6% | -1.9% | +1.3% | -0.5% |
| 30D | +17.4% | -1.1% | +18.5% | +17.4% |
| 3M | +21.8% | +15.5% | +6.3% | +20.5% |
| 6M | +27.6% | -8.5% | +36.1% | +28.2% |
| YTD | +71.4% | -29.6% | +101.0% | +75.6% |
| 1Y | +78.3% | -44.1% | +122.4% | +85.8% |
| 3Y | +85.5% | +1.2% | +84.3% | +86.2% |
| All | +85.5% | -0.4% | +85.9% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling