+294.1%
PR vs CHWY
-36.5%
+330.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.0% |
| 7D | -9.5% | +3.7% | -13.2% | -9.7% |
| 30D | -5.7% | +20.6% | -26.3% | -6.8% |
| 3M | +3.0% | +1.2% | +1.8% | +2.7% |
| 6M | +11.8% | -0.5% | +12.3% | +11.4% |
| YTD | +58.5% | -30.8% | +89.3% | +61.1% |
| 1Y | +69.9% | -32.4% | +102.3% | +72.9% |
| 3Y | +84.9% | +14.5% | +70.4% | +79.7% |
| 5Y | +246.4% | -68.3% | +314.8% | +235.5% |
| All | +294.1% | -36.5% | +330.6% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling