+27.6%
CAVA vs PFGC
+66.9%
-39.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -8.0% | -4.8% | -3.3% | -5.9% |
| 30D | -19.6% | -12.5% | -7.0% | -14.5% |
| 3M | -36.7% | -9.7% | -27.0% | -34.4% |
| 6M | -30.6% | +7.0% | -37.6% | -33.9% |
| YTD | -4.8% | +4.5% | -9.3% | -10.5% |
| 1Y | -13.1% | -11.6% | -1.5% | -9.5% |
| 3Y | +48.8% | +58.5% | -9.7% | +7.9% |
| All | +27.6% | +66.9% | -39.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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