+3,159.9%
CVNA vs PEGA
+42.9%
+3,117.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.3% |
| 7D | -1.6% | +0.1% | -1.7% | -2.0% |
| 30D | +24.9% | -4.1% | +29.0% | +27.2% |
| 3M | -1.8% | -2.8% | +1.0% | -1.9% |
| 6M | +3.5% | -0.4% | +4.0% | -2.1% |
| YTD | -14.3% | -45.4% | +31.1% | +22.5% |
| 1Y | +13.6% | -42.6% | +56.2% | +54.6% |
| 3Y | +1,163.4% | +45.4% | +1,118.0% | +464.9% |
| 5Y | +22.9% | -44.6% | +67.5% | +38.5% |
| All | +3,159.9% | +42.9% | +3,117.0% | +1,828.8% |
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