-53.2%
PYPL vs CHWY
-43.2%
-10.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.6% |
| 7D | -2.3% | -13.6% | +11.4% | +1.5% |
| 30D | -9.0% | -8.5% | -0.5% | -7.2% |
| 3M | +30.6% | +8.9% | +21.7% | +26.7% |
| 6M | +18.6% | -20.5% | +39.0% | +24.4% |
| YTD | -7.2% | -38.2% | +31.0% | +3.9% |
| 1Y | -19.3% | -43.3% | +24.0% | -8.1% |
| 3Y | -12.3% | -8.5% | -3.7% | -18.9% |
| 5Y | -80.9% | -72.7% | -8.2% | -77.4% |
| All | -53.2% | -43.2% | -10.0% | -58.8% |
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