+1,007.0%
CVNA vs PCG
-21.6%
+1,028.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.0% | +2.4% |
| 7D | +7.7% | -1.6% | +9.3% | +8.1% |
| 30D | +17.2% | +1.4% | +15.8% | +17.0% |
| 3M | +7.7% | -23.4% | +31.0% | +12.4% |
| 6M | -5.5% | -19.4% | +13.8% | -3.0% |
| YTD | -12.8% | -18.5% | +5.7% | -11.9% |
| 1Y | +26.8% | -19.5% | +46.3% | +28.7% |
| 3Y | +1,007.0% | -21.0% | +1,028.0% | +934.8% |
| All | +1,007.0% | -21.6% | +1,028.6% | +934.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling