+51.0%
CVNA vs PCOR
-9.2%
+60.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.0% |
| 7D | +2.4% | +20.7% | -18.3% | -13.0% |
| 30D | +14.6% | +35.7% | -21.1% | -11.9% |
| 3M | -1.5% | +31.1% | -32.6% | -23.8% |
| 6M | -6.3% | +43.1% | -49.4% | -35.8% |
| YTD | -13.5% | +4.8% | -18.3% | -26.7% |
| 1Y | +13.3% | -3.7% | +17.0% | +3.8% |
| 3Y | +1,150.8% | +46.5% | +1,104.2% | +592.3% |
| 5Y | +27.1% | -17.3% | +44.4% | -7.2% |
| All | +51.0% | -9.2% | +60.3% | +10.8% |
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