+419.0%
PR vs CHWY
-72.7%
+491.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.8% | +10.7% | +1.0% |
| 7D | -0.8% | -14.1% | +13.3% | +0.7% |
| 30D | +11.3% | -8.1% | +19.4% | +12.1% |
| 3M | +24.1% | +1.7% | +22.4% | +23.2% |
| 6M | +25.4% | -20.7% | +46.0% | +27.6% |
| YTD | +71.2% | -37.2% | +108.4% | +78.8% |
| 1Y | +78.6% | -50.7% | +129.3% | +91.2% |
| 3Y | +85.2% | -9.7% | +95.0% | +78.5% |
| 5Y | +419.0% | -72.9% | +491.9% | +412.6% |
| All | +419.0% | -72.7% | +491.7% | +412.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling