+321.1%
PR vs CHWY
-34.3%
+355.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | +2.9% | +1.7% | +1.2% | +2.8% |
| 30D | +18.0% | -1.5% | +19.6% | +18.1% |
| 3M | +16.9% | +13.6% | +3.2% | +15.7% |
| 6M | +28.2% | -7.3% | +35.5% | +28.3% |
| YTD | +69.3% | -28.4% | +97.7% | +72.1% |
| 1Y | +69.5% | -42.5% | +112.0% | +74.3% |
| 3Y | +81.7% | -4.1% | +85.8% | +78.5% |
| 5Y | +422.2% | -69.2% | +491.4% | +404.6% |
| All | +321.1% | -34.3% | +355.3% | +465.4% |
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