+6.1%
CVNA vs PPG
-24.1%
+30.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.1% |
| 7D | -7.3% | -6.2% | -1.0% | -0.4% |
| 30D | -4.6% | -7.9% | +3.4% | +4.7% |
| 3M | +2.0% | -10.2% | +12.2% | +14.2% |
| 6M | +11.7% | +2.7% | +9.1% | +5.5% |
| YTD | -18.1% | +4.9% | -22.9% | -27.2% |
| 1Y | -2.4% | -3.2% | +0.8% | -4.8% |
| 3Y | +580.6% | -17.0% | +597.6% | +686.0% |
| All | +6.1% | -24.1% | +30.1% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling