+3,159.9%
CVNA vs PFG
+151.6%
+3,008.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.7% |
| 7D | -1.6% | +2.4% | -4.0% | -3.5% |
| 30D | +24.9% | +5.9% | +19.0% | +19.8% |
| 3M | -1.8% | -0.4% | -1.4% | -1.9% |
| 6M | +3.5% | +14.8% | -11.3% | -8.6% |
| YTD | -14.3% | +31.9% | -46.2% | -32.2% |
| 1Y | +13.6% | +38.8% | -25.2% | -14.1% |
| 3Y | +1,163.4% | +82.4% | +1,081.1% | +690.3% |
| 5Y | +22.9% | +94.7% | -71.8% | -22.9% |
| All | +3,159.9% | +151.6% | +3,008.3% | +1,220.4% |
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