-12.3%
PYPL vs CHWY
-11.7%
-0.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.3% |
| 7D | -2.3% | -13.6% | +11.4% | +0.4% |
| 30D | -9.0% | -8.5% | -0.5% | -7.7% |
| 3M | +30.6% | +8.9% | +21.7% | +27.9% |
| 6M | +18.6% | -20.5% | +39.0% | +22.6% |
| YTD | -7.2% | -38.2% | +31.0% | 0.0% |
| 1Y | -19.3% | -43.3% | +24.0% | -12.1% |
| 3Y | -12.3% | -8.5% | -3.7% | -14.0% |
| All | -12.3% | -11.7% | -0.6% | -14.0% |
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 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