+301.7%
PSX vs CHWY
-41.4%
+343.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | +1.5% | -12.0% | +13.5% | +1.6% |
| 30D | +15.8% | -6.2% | +22.0% | +15.9% |
| 3M | +43.0% | +5.5% | +37.5% | +42.8% |
| 6M | +61.1% | -17.8% | +78.9% | +61.3% |
| YTD | +104.5% | -36.2% | +140.7% | +105.5% |
| 1Y | +102.5% | -40.0% | +142.5% | +103.7% |
| 3Y | +133.5% | -8.3% | +141.8% | +133.1% |
| 5Y | +367.0% | -71.9% | +438.8% | +357.6% |
| All | +301.7% | -41.4% | +343.1% | +237.1% |
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