+61.1%
PSX vs CHWY
-19.5%
+80.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.7% |
| 7D | +1.5% | -12.0% | +13.5% | +0.6% |
| 30D | +15.8% | -6.2% | +22.0% | +15.3% |
| 3M | +43.0% | +5.5% | +37.5% | +43.0% |
| 6M | +61.1% | -17.8% | +78.9% | +58.0% |
| All | +61.1% | -19.5% | +80.6% | +58.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling