+3,259.9%
CVNA vs PEGA
+64.5%
+3,195.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.3% |
| 7D | +0.7% | +3.3% | -2.5% | -1.7% |
| 30D | +7.4% | +17.7% | -10.4% | -5.8% |
| 3M | +12.7% | +5.8% | +6.9% | +4.6% |
| 6M | +17.9% | -20.3% | +38.2% | +32.6% |
| YTD | -11.6% | -37.1% | +25.5% | +15.7% |
| 1Y | +0.8% | -30.2% | +31.0% | +16.3% |
| 3Y | +633.4% | +48.1% | +585.3% | +238.3% |
| 5Y | +13.5% | -46.8% | +60.3% | +36.2% |
| All | +3,259.9% | +64.5% | +3,195.5% | +1,722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling