-12.5%
PEP vs CVNA
+686.9%
-699.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.1% | +3.5% | -3.4% | +0.1% |
| 30D | +0.7% | +5.5% | -4.8% | +0.7% |
| 3M | -0.5% | +7.6% | -8.1% | -0.5% |
| 6M | -11.3% | +17.6% | -28.9% | -11.3% |
| YTD | -0.6% | -11.5% | +10.9% | -0.7% |
| 1Y | +1.7% | +0.4% | +1.3% | +1.6% |
| 3Y | -12.5% | +695.6% | -708.0% | -16.3% |
| All | -12.5% | +686.9% | -699.3% | -16.3% |
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