+3,091.0%
CVNA vs PCG
-80.0%
+3,171.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -1.7% | -2.0% | +0.2% | -1.4% |
| 30D | +17.3% | -2.7% | +20.0% | +17.9% |
| 3M | -2.3% | -25.1% | +22.8% | +2.6% |
| 6M | -3.9% | -22.3% | +18.4% | -0.2% |
| YTD | -16.1% | -18.5% | +2.4% | -14.0% |
| 1Y | +7.9% | -21.8% | +29.8% | +11.3% |
| 3Y | +1,113.4% | -21.0% | +1,134.5% | +1,142.2% |
| 5Y | +20.3% | +8.1% | +12.2% | +16.8% |
| All | +3,091.0% | -80.0% | +3,171.0% | +3,663.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling