+161.2%
PANW vs CVNA
+630.6%
-469.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | -0.8% | -7.3% | +6.5% | +0.2% |
| 30D | -14.6% | -4.6% | -10.0% | -14.2% |
| 3M | +18.3% | +2.0% | +16.3% | +17.2% |
| 6M | +100.5% | +11.7% | +88.7% | +94.7% |
| YTD | +79.5% | -18.1% | +97.6% | +81.3% |
| 1Y | +66.7% | -2.4% | +69.1% | +62.6% |
| 3Y | +161.2% | +580.6% | -419.3% | +95.1% |
| All | +161.2% | +630.6% | -469.4% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 3y: compounded portfolio wealth divided by compounded CVNA 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…
3y analysis · Full analysis span regression · 6 months rolling