+3,214.0%
CVNA vs PCAR
+224.9%
+2,989.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +4.1% |
| 7D | +7.7% | +0.1% | +7.7% | +7.9% |
| 30D | +17.2% | -4.6% | +21.8% | +22.0% |
| 3M | +7.7% | -22.6% | +30.2% | +33.3% |
| 6M | -5.5% | -12.0% | +6.4% | +4.0% |
| YTD | -12.8% | -6.1% | -6.7% | -10.6% |
| 1Y | +26.8% | +6.3% | +20.5% | +15.6% |
| 3Y | +1,007.0% | +31.8% | +975.2% | +681.1% |
| 5Y | +23.5% | +104.2% | -80.7% | -41.2% |
| All | +3,214.0% | +224.9% | +2,989.0% | +863.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling