+3,015.3%
CVNA vs PEGA
+59.5%
+2,955.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -2.7% |
| 7D | -7.3% | -3.0% | -4.3% | -5.4% |
| 30D | -4.6% | +15.9% | -20.5% | -15.3% |
| 3M | +2.0% | +10.8% | -8.9% | -8.9% |
| 6M | +11.7% | -16.5% | +28.2% | +20.8% |
| YTD | -18.1% | -39.0% | +21.0% | +9.5% |
| 1Y | -2.4% | -37.3% | +34.9% | +22.9% |
| 3Y | +580.6% | +59.2% | +521.4% | +189.2% |
| 5Y | +4.9% | -44.9% | +49.8% | +21.3% |
| All | +3,015.3% | +59.5% | +2,955.8% | +1,624.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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