+94.4%
CAVA vs PRU
+56.1%
+38.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.2% | -3.8% |
| 7D | +0.1% | +3.8% | -3.6% | -2.1% |
| 30D | +12.6% | +9.0% | +3.6% | +6.9% |
| 3M | -1.9% | +2.1% | -4.1% | -3.3% |
| 6M | -23.9% | +25.4% | -49.3% | -34.3% |
| YTD | +2.9% | +13.5% | -10.6% | -6.0% |
| 1Y | +21.6% | +21.3% | +0.3% | +6.0% |
| 3Y | +94.4% | +55.1% | +39.3% | +79.6% |
| All | +94.4% | +56.1% | +38.2% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling