+722.6%
CVNA vs PDD
+210.2%
+512.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +0.7% | -4.1% | +4.8% | +2.1% |
| 30D | +7.4% | -9.6% | +17.0% | +10.8% |
| 3M | +12.7% | -4.3% | +17.0% | +14.0% |
| 6M | +17.9% | -18.8% | +36.7% | +25.0% |
| YTD | -11.6% | -27.5% | +15.9% | -2.6% |
| 1Y | +0.8% | -33.6% | +34.4% | +14.2% |
| 3Y | +633.4% | -20.4% | +653.8% | +625.5% |
| 5Y | +13.5% | -19.6% | +33.1% | -3.1% |
| All | +722.6% | +210.2% | +512.3% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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