+37.4%
CAVA vs PRU
+64.5%
-27.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | +0.3% |
| 7D | -1.5% | +1.9% | -3.5% | -2.7% |
| 30D | -3.7% | -0.4% | -3.2% | -3.5% |
| 3M | -18.3% | +16.4% | -34.7% | -26.3% |
| 6M | -23.5% | +26.0% | -49.5% | -34.7% |
| YTD | +2.5% | +9.9% | -7.4% | -4.8% |
| 1Y | -8.0% | +18.8% | -26.7% | -19.4% |
| 3Y | +53.5% | +45.4% | +8.1% | +12.7% |
| All | +37.4% | +64.5% | -27.1% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling