+3,015.3%
CVNA vs PBR
+741.8%
+2,273.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -7.3% | +5.4% | -12.6% | -8.9% |
| 30D | -4.6% | +22.9% | -27.5% | -11.0% |
| 3M | +2.0% | +19.6% | -17.7% | -4.8% |
| 6M | +11.7% | +16.5% | -4.7% | +4.1% |
| YTD | -18.1% | +86.7% | -104.7% | -35.8% |
| 1Y | -2.4% | +74.7% | -77.1% | -21.9% |
| 3Y | +580.6% | +102.6% | +478.0% | +408.9% |
| 5Y | +4.9% | +566.6% | -561.7% | -52.7% |
| All | +3,015.3% | +741.8% | +2,273.5% | +1,062.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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