+3,214.0%
CVNA vs PPL
+42.1%
+3,171.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.4% |
| 7D | +7.7% | +0.4% | +7.3% | +7.4% |
| 30D | +17.2% | +5.4% | +11.8% | +13.2% |
| 3M | +7.7% | +4.3% | +3.4% | +4.7% |
| 6M | -5.5% | -1.3% | -4.2% | -5.1% |
| YTD | -12.8% | +4.7% | -17.5% | -16.9% |
| 1Y | +26.8% | +1.3% | +25.5% | +23.4% |
| 3Y | +1,007.0% | +57.2% | +949.8% | +660.0% |
| 5Y | +23.5% | +48.2% | -24.8% | -8.2% |
| All | +3,214.0% | +42.1% | +3,171.9% | +1,910.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling