+31.0%
CAVA vs PCOR
+16.0%
+15.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -4.4% | +2.2% | -6.6% | -5.1% |
| 30D | +8.2% | +37.4% | -29.2% | -3.7% |
| 3M | -17.4% | +33.2% | -50.6% | -25.9% |
| 6M | -25.7% | +60.6% | -86.3% | -38.6% |
| YTD | -2.3% | +6.2% | -8.5% | -6.2% |
| 1Y | +17.6% | -1.1% | +18.7% | +16.5% |
| 3Y | +84.6% | +48.4% | +36.2% | +52.4% |
| All | +31.0% | +16.0% | +15.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling