+3,265.8%
CVNA vs PCAR
+290.3%
+2,975.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +1.7% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | +5.5% | -7.7% | +13.2% | +12.6% |
| 3M | +7.6% | +3.7% | +3.9% | +3.5% |
| 6M | +17.6% | +2.3% | +15.3% | +13.8% |
| YTD | -11.5% | +12.8% | -24.3% | -22.2% |
| 1Y | +0.4% | +27.8% | -27.4% | -22.3% |
| 3Y | +695.6% | +61.8% | +633.8% | +374.1% |
| 5Y | +13.6% | +168.2% | -154.6% | -57.5% |
| All | +3,265.8% | +290.3% | +2,975.4% | +738.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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