+57.8%
CVNA vs PCOR
-9.0%
+66.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +2.4% |
| 7D | +5.9% | +22.2% | -16.3% | -11.0% |
| 30D | +19.7% | +36.0% | -16.4% | -8.2% |
| 3M | +7.6% | +34.0% | -26.4% | -18.2% |
| 6M | -2.2% | +43.5% | -45.7% | -33.1% |
| YTD | -9.6% | +5.1% | -14.8% | -23.6% |
| 1Y | +25.4% | -3.9% | +29.4% | +15.2% |
| 3Y | +1,152.6% | +52.9% | +1,099.7% | +561.4% |
| 5Y | +28.9% | -18.7% | +47.5% | -5.9% |
| All | +57.8% | -9.0% | +66.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling