+218.5%
PWR vs CHWY
-11.7%
+230.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.2% | +5.4% |
| 7D | +4.2% | -13.6% | +17.8% | +5.3% |
| 30D | -4.0% | -8.5% | +4.5% | -3.6% |
| 3M | -4.8% | +8.9% | -13.7% | -6.2% |
| 6M | +14.6% | -20.5% | +35.1% | +16.3% |
| YTD | +54.2% | -38.2% | +92.4% | +61.2% |
| 1Y | +67.1% | -43.3% | +110.4% | +76.1% |
| 3Y | +218.5% | -8.5% | +227.0% | +209.6% |
| All | +218.5% | -11.7% | +230.2% | +209.6% |
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 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