+3,015.3%
CVNA vs PFG
+157.4%
+2,857.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -2.4% |
| 7D | -7.3% | -0.4% | -6.8% | -7.0% |
| 30D | -4.6% | +2.9% | -7.5% | -7.3% |
| 3M | +2.0% | +6.7% | -4.7% | -4.4% |
| 6M | +11.7% | +33.8% | -22.0% | -12.6% |
| YTD | -18.1% | +35.0% | -53.0% | -36.5% |
| 1Y | -2.4% | +46.4% | -48.8% | -29.4% |
| 3Y | +580.6% | +71.7% | +508.9% | +346.5% |
| 5Y | +4.9% | +113.7% | -108.8% | -38.6% |
| All | +3,015.3% | +157.4% | +2,857.9% | +1,136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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