+3,015.3%
CVNA vs PFGC
+272.8%
+2,742.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -7.3% | -4.8% | -2.5% | -5.0% |
| 30D | -4.6% | -12.5% | +8.0% | +2.1% |
| 3M | +2.0% | -9.7% | +11.7% | +7.0% |
| 6M | +11.7% | +7.0% | +4.7% | +7.5% |
| YTD | -18.1% | +4.5% | -22.5% | -20.8% |
| 1Y | -2.4% | -11.6% | +9.2% | +2.4% |
| 3Y | +580.6% | +58.5% | +522.1% | +445.8% |
| 5Y | +4.9% | +112.6% | -107.7% | -22.3% |
| All | +3,015.3% | +272.8% | +2,742.5% | +1,649.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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