+27.6%
CAVA vs PEGA
+47.5%
-19.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | -8.0% | -3.0% | -5.0% | -7.3% |
| 30D | -19.6% | +15.9% | -35.5% | -22.6% |
| 3M | -36.7% | +10.8% | -47.5% | -39.0% |
| 6M | -30.6% | -16.5% | -14.1% | -28.2% |
| YTD | -4.8% | -39.0% | +34.2% | +6.7% |
| 1Y | -13.1% | -37.3% | +24.1% | -4.1% |
| 3Y | +48.8% | +59.2% | -10.4% | +22.2% |
| All | +27.6% | +47.5% | -19.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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