+110.0%
PG vs CVNA
+2,503.0%
-2,392.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.3% |
| 7D | -2.7% | -4.3% | +1.6% | -2.6% |
| 30D | -1.5% | -2.4% | +0.8% | -1.5% |
| 3M | -3.4% | +4.5% | -7.9% | -3.5% |
| 6M | -7.0% | +10.2% | -17.2% | -7.3% |
| YTD | +2.0% | -16.7% | +18.7% | +2.1% |
| 1Y | -6.5% | -3.8% | -2.7% | -6.8% |
| 3Y | +1.2% | +648.3% | -647.1% | -5.1% |
| 5Y | +12.8% | +6.6% | +6.2% | +9.2% |
| All | +110.0% | +2,503.0% | -2,392.9% | +74.3% |
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 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