+695.6%
CVNA vs PEGA
+48.1%
+647.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +1.7% |
| 7D | +3.5% | -2.4% | +5.9% | +4.4% |
| 30D | +5.5% | +9.6% | -4.2% | +1.6% |
| 3M | +7.6% | +2.3% | +5.3% | +5.6% |
| 6M | +17.6% | -23.9% | +41.5% | +27.8% |
| YTD | -11.5% | -39.8% | +28.3% | +4.4% |
| 1Y | +0.4% | -37.4% | +37.8% | +15.1% |
| 3Y | +695.6% | +53.1% | +642.4% | +463.9% |
| All | +695.6% | +48.1% | +647.5% | +463.9% |
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