-80.6%
PYPL vs CHWY
-72.6%
-8.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.6% |
| 7D | -2.3% | -13.6% | +11.4% | +1.7% |
| 30D | -9.0% | -8.5% | -0.5% | -7.1% |
| 3M | +30.6% | +8.9% | +21.7% | +26.5% |
| 6M | +18.6% | -20.5% | +39.0% | +24.6% |
| YTD | -7.2% | -38.2% | +31.0% | +4.4% |
| 1Y | -19.3% | -43.3% | +24.0% | -7.6% |
| 3Y | -12.3% | -8.5% | -3.7% | -19.7% |
| All | -80.6% | -72.6% | -8.0% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling