-53.6%
PYPL vs CHWY
-41.4%
-12.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | -5.9% | -12.0% | +6.1% | -2.8% |
| 30D | -9.4% | -6.2% | -3.2% | -8.2% |
| 3M | +31.3% | +5.5% | +25.8% | +28.4% |
| 6M | +19.1% | -17.8% | +36.9% | +23.9% |
| YTD | -7.9% | -36.2% | +28.3% | +2.2% |
| 1Y | -17.9% | -40.0% | +22.1% | -7.9% |
| 3Y | -11.6% | -8.3% | -3.3% | -18.2% |
| 5Y | -81.0% | -71.9% | -9.2% | -77.8% |
| All | -53.6% | -41.4% | -12.2% | -59.5% |
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