+3,206.8%
CVNA vs PCG
-78.2%
+3,285.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.0% |
| 7D | -1.0% | +6.5% | -7.5% | -2.2% |
| 30D | -1.0% | -16.7% | +15.7% | +1.8% |
| 3M | +5.5% | -14.2% | +19.6% | +7.6% |
| 6M | +11.8% | -21.5% | +33.3% | +15.8% |
| YTD | -13.0% | -11.2% | -1.8% | -12.4% |
| 1Y | -2.1% | -4.2% | +2.1% | -3.1% |
| 3Y | +681.6% | -14.9% | +696.5% | +688.2% |
| 5Y | +11.6% | +54.2% | -42.6% | +1.9% |
| All | +3,206.8% | -78.2% | +3,285.0% | +3,735.7% |
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