+3,159.9%
CVNA vs PBF
+292.7%
+2,867.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -1.6% | +6.5% | -8.1% | -2.4% |
| 30D | +24.9% | -20.0% | +44.9% | +28.2% |
| 3M | -1.8% | -3.3% | +1.5% | -2.4% |
| 6M | +3.5% | +76.8% | -73.3% | -6.6% |
| YTD | -14.3% | +168.9% | -183.2% | -29.3% |
| 1Y | +13.6% | +96.4% | -82.8% | -1.9% |
| 3Y | +1,163.4% | +77.2% | +1,086.2% | +964.6% |
| 5Y | +22.9% | +417.7% | -394.8% | -17.8% |
| All | +3,159.9% | +292.7% | +2,867.2% | +2,262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling