+622.4%
CVNA vs PFGC
+61.7%
+560.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.8% |
| 7D | -1.0% | -3.7% | +2.7% | +2.0% |
| 30D | -1.0% | -16.0% | +14.9% | +13.3% |
| 3M | +5.5% | -4.1% | +9.6% | +7.8% |
| 6M | +11.8% | +8.7% | +3.1% | +2.1% |
| YTD | -13.0% | +6.4% | -19.4% | -20.8% |
| 1Y | -2.1% | -8.4% | +6.3% | +2.6% |
| All | +622.4% | +61.7% | +560.7% | +324.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling