+3,259.9%
CVNA vs PCG
-78.0%
+3,337.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.9% | +1.1% |
| 7D | +0.7% | -13.9% | +14.6% | +3.0% |
| 30D | +7.4% | -16.9% | +24.2% | +10.4% |
| 3M | +12.7% | -14.7% | +27.4% | +15.1% |
| 6M | +17.9% | -23.8% | +41.7% | +22.8% |
| YTD | -11.6% | -10.5% | -1.1% | -11.1% |
| 1Y | +0.8% | -5.1% | +5.9% | -0.1% |
| 3Y | +633.4% | -11.6% | +645.0% | +634.3% |
| 5Y | +13.5% | +59.0% | -45.5% | +3.1% |
| All | +3,259.9% | -78.0% | +3,337.9% | +3,792.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling