-22.2%
PFE vs CVNA
+13.0%
-35.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -2.7% | +3.5% | -6.2% | -2.7% |
| 30D | +3.8% | +5.5% | -1.6% | +3.7% |
| 3M | +10.4% | +7.6% | +2.8% | +10.2% |
| 6M | +6.3% | +17.6% | -11.3% | +5.8% |
| YTD | +17.4% | -11.5% | +28.8% | +17.4% |
| 1Y | +21.1% | +0.4% | +20.8% | +20.8% |
| 3Y | -1.6% | +695.6% | -697.2% | -5.6% |
| 5Y | -22.2% | +13.6% | -35.7% | -38.3% |
| All | -22.2% | +13.0% | -35.2% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling