+70.8%
PEP vs CVNA
+2,635.9%
-2,565.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | +0.2% |
| 7D | +1.1% | -4.8% | +5.8% | +1.2% |
| 30D | +13.6% | +24.1% | -10.5% | +12.9% |
| 3M | +5.1% | +2.6% | +2.5% | +4.9% |
| 6M | -1.6% | -3.1% | +1.5% | -1.8% |
| YTD | +3.3% | -12.5% | +15.8% | +3.3% |
| 1Y | +3.2% | +13.0% | -9.8% | +2.4% |
| 3Y | -3.9% | +1,165.3% | -1,169.2% | -13.5% |
| 5Y | +4.0% | +29.0% | -25.0% | -0.7% |
| All | +70.8% | +2,635.9% | -2,565.2% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling