+23.3%
CAVA vs PRU
+63.3%
-39.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.9% |
| 7D | -12.4% | -3.8% | -8.6% | -10.3% |
| 30D | -11.2% | -2.0% | -9.2% | -10.1% |
| 3M | -33.8% | +14.0% | -47.7% | -39.5% |
| 6M | -32.5% | +27.2% | -59.8% | -42.8% |
| YTD | -8.0% | +9.1% | -17.1% | -14.1% |
| 1Y | -17.1% | +18.1% | -35.2% | -27.2% |
| 3Y | +37.8% | +44.3% | -6.4% | +1.7% |
| All | +23.3% | +63.3% | -39.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling