+3,065.8%
CVNA vs PBF
+322.7%
+2,743.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | -4.3% | +2.3% | -6.6% | -4.6% |
| 30D | -2.4% | +11.6% | -13.9% | -4.2% |
| 3M | +4.5% | +81.7% | -77.2% | -5.1% |
| 6M | +10.2% | +96.4% | -86.2% | -2.6% |
| YTD | -16.7% | +189.5% | -206.2% | -31.6% |
| 1Y | -3.8% | +180.7% | -184.5% | -21.5% |
| 3Y | +648.3% | +56.6% | +591.7% | +547.5% |
| 5Y | +6.6% | +802.0% | -795.4% | -35.5% |
| All | +3,065.8% | +322.7% | +2,743.1% | +2,188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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