+25.2%
CVNA vs PPG
+38.5%
-13.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.0% | +3.8% | +5.9% |
| 7D | +31.3% | +7.5% | +23.9% | +26.3% |
| 30D | +21.7% | +20.9% | +0.8% | +9.8% |
| 3M | +14.0% | +8.7% | +5.3% | +8.6% |
| 6M | +3.0% | +23.8% | -20.9% | -7.6% |
| YTD | -8.1% | +26.5% | -34.6% | -13.1% |
| 1Y | +25.2% | +37.6% | -12.4% | +18.3% |
| All | +25.2% | +38.5% | -13.3% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling