+11.2%
CVNA vs PCG
-21.2%
+32.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.2% |
| 7D | -1.7% | -2.0% | +0.2% | -1.9% |
| 30D | +17.3% | -2.7% | +20.0% | +17.0% |
| 3M | -2.3% | -25.1% | +22.8% | -6.7% |
| 6M | -3.9% | -22.3% | +18.4% | -6.1% |
| YTD | -16.1% | -18.5% | +2.4% | -15.1% |
| All | +11.2% | -21.2% | +32.4% | +12.8% |
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