+3.2%
PEP vs CVNA
+13.5%
-10.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | +0.2% |
| 7D | +1.1% | -4.8% | +5.8% | +1.1% |
| 30D | +13.6% | +24.1% | -10.5% | +13.3% |
| 3M | +5.1% | +2.6% | +2.5% | +5.0% |
| 6M | -1.6% | -3.1% | +1.5% | -2.0% |
| YTD | +3.3% | -12.5% | +15.8% | +2.4% |
| 1Y | +3.2% | +13.0% | -9.8% | +1.9% |
| All | +3.2% | +13.5% | -10.3% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling