+3,206.8%
CVNA vs PTC
+137.8%
+3,069.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | +1.4% |
| 7D | -1.0% | -13.6% | +12.6% | +13.2% |
| 30D | -1.0% | -14.7% | +13.6% | +14.0% |
| 3M | +5.5% | -5.9% | +11.4% | +6.6% |
| 6M | +11.8% | -21.1% | +32.9% | +33.4% |
| YTD | -13.0% | -26.0% | +13.0% | +9.9% |
| 1Y | -2.1% | -36.8% | +34.7% | +45.4% |
| 3Y | +681.6% | -10.3% | +691.9% | +679.6% |
| 5Y | +11.6% | +1.2% | +10.5% | +10.8% |
| All | +3,206.8% | +137.8% | +3,069.0% | +1,506.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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