+61.8%
PSA vs CHWY
-41.4%
+103.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -3.6% | -12.0% | +8.4% | -2.7% |
| 30D | -9.4% | -6.2% | -3.2% | -9.0% |
| 3M | -8.2% | +5.5% | -13.7% | -8.8% |
| 6M | -1.8% | -17.8% | +15.9% | -0.8% |
| YTD | +15.7% | -36.2% | +52.0% | +19.2% |
| 1Y | +6.3% | -40.0% | +46.2% | +9.8% |
| 3Y | +21.6% | -8.3% | +29.9% | +18.8% |
| 5Y | +13.5% | -71.9% | +85.3% | +16.9% |
| All | +61.8% | -41.4% | +103.3% | +36.6% |
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 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