+23.3%
CAVA vs PNR
-2.1%
+25.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -3.6% |
| 7D | -12.4% | -5.5% | -7.0% | -9.2% |
| 30D | -11.2% | -15.6% | +4.4% | -1.4% |
| 3M | -33.8% | -20.2% | -13.6% | -25.1% |
| 6M | -32.5% | -36.6% | +4.1% | -10.7% |
| YTD | -8.0% | -45.0% | +37.0% | +32.7% |
| 1Y | -17.1% | -47.4% | +30.3% | +24.2% |
| 3Y | +37.8% | -13.7% | +51.5% | +38.8% |
| All | +23.3% | -2.1% | +25.5% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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