+303.2%
PSX vs CHWY
-43.2%
+346.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.4% |
| 7D | +1.7% | -13.6% | +15.3% | +1.9% |
| 30D | +15.6% | -8.5% | +24.2% | +15.7% |
| 3M | +46.5% | +8.9% | +37.6% | +46.2% |
| 6M | +55.0% | -20.5% | +75.5% | +55.3% |
| YTD | +105.3% | -38.2% | +143.4% | +106.3% |
| 1Y | +101.6% | -43.3% | +144.8% | +102.9% |
| 3Y | +134.1% | -8.5% | +142.7% | +133.7% |
| 5Y | +368.7% | -72.7% | +441.4% | +359.5% |
| All | +303.2% | -43.2% | +346.4% | +238.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling