+21.1%
PSA vs CHWY
-11.7%
+32.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +0.9% |
| 7D | -1.8% | -13.6% | +11.8% | -0.8% |
| 30D | -8.4% | -8.5% | +0.2% | -7.8% |
| 3M | -7.8% | +8.9% | -16.7% | -8.5% |
| 6M | +0.8% | -20.5% | +21.3% | +2.1% |
| YTD | +16.5% | -38.2% | +54.6% | +20.1% |
| 1Y | +4.7% | -43.3% | +48.0% | +8.5% |
| 3Y | +21.1% | -8.5% | +29.6% | +19.4% |
| All | +21.1% | -11.7% | +32.8% | +19.4% |
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 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