+37.4%
CAVA vs PENG
+94.1%
-56.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.5% | +7.8% | -9.3% | -2.4% |
| 30D | -3.7% | -12.2% | +8.5% | -2.4% |
| 3M | -18.3% | -20.6% | +2.3% | -17.8% |
| 6M | -23.5% | +180.9% | -204.4% | -38.8% |
| YTD | +2.5% | +162.3% | -159.8% | -17.4% |
| 1Y | -8.0% | +107.3% | -115.2% | -23.4% |
| 3Y | +53.5% | +110.8% | -57.3% | +19.2% |
| All | +37.4% | +94.1% | -56.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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