+29.0%
CVNA vs PEGA
-45.8%
+74.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -4.8% | -8.6% | +3.9% | +1.1% |
| 30D | +24.1% | -10.1% | +34.2% | +32.2% |
| 3M | +2.6% | -4.7% | +7.3% | +3.6% |
| 6M | -3.1% | -8.0% | +4.9% | -2.4% |
| YTD | -12.5% | -47.1% | +34.7% | +26.5% |
| 1Y | +13.0% | -47.5% | +60.5% | +62.9% |
| 3Y | +1,165.3% | +40.2% | +1,125.1% | +450.3% |
| 5Y | +29.0% | -45.7% | +74.8% | +43.3% |
| All | +29.0% | -45.8% | +74.9% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling