+62.2%
PEP vs CVNA
+2,618.9%
-2,556.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | -1.7% | -1.0% | -0.7% | -1.7% |
| 30D | +0.3% | -1.0% | +1.3% | +0.3% |
| 3M | -3.2% | +5.5% | -8.7% | -3.5% |
| 6M | -13.6% | +11.8% | -25.4% | -14.0% |
| YTD | -1.9% | -13.0% | +11.2% | -1.8% |
| 1Y | -0.6% | -2.1% | +1.5% | -1.1% |
| 3Y | -13.6% | +681.6% | -695.2% | -21.1% |
| 5Y | +3.2% | +11.6% | -8.4% | -0.5% |
| All | +62.2% | +2,618.9% | -2,556.7% | +29.2% |
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