+1,566.3%
PWR vs CHWY
-41.4%
+1,607.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -0.2% | -12.0% | +11.8% | +1.0% |
| 30D | -7.7% | -6.2% | -1.5% | -7.3% |
| 3M | -4.9% | +5.5% | -10.4% | -6.1% |
| 6M | +9.7% | -17.8% | +27.5% | +11.0% |
| YTD | +46.7% | -36.2% | +82.9% | +52.5% |
| 1Y | +58.7% | -40.0% | +98.7% | +65.8% |
| 3Y | +200.7% | -8.3% | +209.0% | +191.9% |
| 5Y | +438.6% | -71.9% | +510.4% | +451.1% |
| All | +1,566.3% | -41.4% | +1,607.7% | +1,340.0% |
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 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