+25.2%
CVNA vs PCG
-14.1%
+39.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.9% |
| 7D | +31.3% | +1.9% | +29.4% | +31.5% |
| 30D | +21.7% | +8.5% | +13.2% | +22.7% |
| 3M | +14.0% | -22.9% | +36.9% | +9.2% |
| 6M | +3.0% | -16.8% | +19.7% | +2.6% |
| YTD | -8.1% | -15.8% | +7.7% | -6.9% |
| 1Y | +25.2% | -16.0% | +41.2% | +32.9% |
| All | +25.2% | -14.1% | +39.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling