+13.0%
CVNA vs PCG
+58.3%
-45.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.9% | +0.6% |
| 7D | +0.7% | -13.9% | +14.6% | +5.5% |
| 30D | +7.4% | -16.9% | +24.2% | +13.9% |
| 3M | +12.7% | -14.7% | +27.4% | +17.5% |
| 6M | +17.9% | -23.8% | +41.7% | +29.1% |
| YTD | -11.6% | -10.5% | -1.1% | -11.8% |
| 1Y | +0.8% | -5.1% | +5.9% | -3.7% |
| 3Y | +633.4% | -11.6% | +645.0% | +601.0% |
| All | +13.0% | +58.3% | -45.4% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling