+37.4%
CAVA vs PEGA
+45.7%
-8.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | 0.0% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | -3.7% | +9.6% | -13.3% | -6.2% |
| 3M | -18.3% | +2.3% | -20.6% | -19.7% |
| 6M | -23.5% | -23.9% | +0.4% | -18.9% |
| YTD | +2.5% | -39.8% | +42.2% | +15.1% |
| 1Y | -8.0% | -37.4% | +29.4% | +1.5% |
| 3Y | +53.5% | +53.1% | +0.4% | +27.4% |
| All | +37.4% | +45.7% | -8.3% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling