+21.4%
CVNA vs PFGC
+138.1%
-116.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.1% |
| 7D | -1.6% | +3.4% | -5.0% | -4.8% |
| 30D | +24.9% | +16.9% | +7.9% | +5.9% |
| 3M | -1.8% | +6.4% | -8.2% | -8.4% |
| 6M | +3.5% | +16.0% | -12.5% | -13.2% |
| YTD | -14.3% | +23.6% | -37.9% | -35.0% |
| 1Y | +13.6% | +16.6% | -3.0% | -8.8% |
| 3Y | +1,163.4% | +82.3% | +1,081.2% | +496.1% |
| All | +21.4% | +138.1% | -116.7% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling