+43.8%
CAVA vs PFG
+68.8%
-25.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.3% | -5.0% |
| 7D | -12.4% | -3.0% | -9.4% | -10.7% |
| 30D | -11.2% | +2.5% | -13.7% | -12.8% |
| 3M | -33.8% | +6.1% | -39.9% | -36.9% |
| 6M | -32.5% | +31.3% | -63.8% | -44.6% |
| YTD | -8.0% | +33.6% | -41.5% | -25.5% |
| 1Y | -17.1% | +48.5% | -65.7% | -38.1% |
| All | +43.8% | +68.8% | -25.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling