+37.4%
CAVA vs PFG
+79.8%
-42.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.1% |
| 7D | -1.5% | +6.0% | -7.5% | -5.5% |
| 30D | -3.7% | +2.2% | -5.9% | -5.2% |
| 3M | -18.3% | +10.4% | -28.7% | -24.2% |
| 6M | -23.5% | +27.8% | -51.3% | -35.9% |
| YTD | +2.5% | +33.6% | -31.2% | -16.9% |
| 1Y | -8.0% | +49.3% | -57.3% | -31.3% |
| 3Y | +53.5% | +69.7% | -16.2% | +1.4% |
| All | +37.4% | +79.8% | -42.4% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling