+3,159.9%
CVNA vs PFGC
+341.2%
+2,818.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -1.6% | +3.4% | -5.0% | -3.2% |
| 30D | +24.9% | +16.9% | +7.9% | +15.4% |
| 3M | -1.8% | +6.4% | -8.2% | -4.9% |
| 6M | +3.5% | +16.0% | -12.5% | -4.4% |
| YTD | -14.3% | +23.6% | -37.9% | -24.0% |
| 1Y | +13.6% | +16.6% | -3.0% | +3.4% |
| 3Y | +1,163.4% | +82.3% | +1,081.2% | +842.6% |
| 5Y | +22.9% | +138.7% | -115.8% | -14.4% |
| All | +3,159.9% | +341.2% | +2,818.8% | +1,580.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling