+72.5%
PEP vs CVNA
+2,580.4%
-2,507.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | +0.1% | +2.2% |
| 7D | +2.9% | -1.6% | +4.5% | +2.9% |
| 30D | +12.5% | +24.9% | -12.4% | +11.8% |
| 3M | +4.5% | -1.8% | +6.3% | +4.5% |
| 6M | -0.5% | +3.5% | -4.0% | -0.8% |
| YTD | +4.4% | -14.3% | +18.7% | +4.4% |
| 1Y | +4.4% | +13.6% | -9.2% | +3.5% |
| 3Y | -3.4% | +1,163.4% | -1,166.8% | -13.1% |
| 5Y | +5.2% | +22.9% | -17.7% | +0.6% |
| All | +72.5% | +2,580.4% | -2,507.8% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling