+1,189.6%
CVNA vs PEGA
+41.6%
+1,148.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -4.8% | -8.6% | +3.9% | -1.8% |
| 30D | +24.1% | -10.1% | +34.2% | +28.3% |
| 3M | +2.6% | -4.7% | +7.3% | +3.4% |
| 6M | -3.1% | -8.0% | +4.9% | -1.9% |
| YTD | -12.5% | -47.1% | +34.7% | +7.2% |
| 1Y | +13.0% | -47.5% | +60.5% | +38.4% |
| All | +1,189.6% | +41.6% | +1,148.0% | +858.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling