+3,189.2%
CVNA vs PCG
-79.6%
+3,268.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +14.6% | +0.8% | +13.8% | +14.4% |
| 3M | -1.5% | -22.0% | +20.5% | +2.5% |
| 6M | -6.3% | -17.1% | +10.8% | -3.9% |
| YTD | -13.5% | -16.9% | +3.4% | -11.7% |
| 1Y | +13.3% | -19.1% | +32.4% | +16.0% |
| 3Y | +1,150.8% | -19.4% | +1,170.2% | +1,175.5% |
| 5Y | +27.1% | +9.0% | +18.1% | +23.1% |
| All | +3,189.2% | -79.6% | +3,268.8% | +3,764.4% |
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