+48.8%
CAVA vs PSKY
-18.9%
+67.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.5% |
| 7D | -8.0% | -2.4% | -5.6% | -8.0% |
| 30D | -19.6% | +11.6% | -31.1% | -19.5% |
| 3M | -36.7% | +1.5% | -38.2% | -36.7% |
| 6M | -30.6% | +7.7% | -38.3% | -30.4% |
| YTD | -4.8% | -20.1% | +15.3% | -4.8% |
| 1Y | -13.1% | -38.3% | +25.2% | -13.5% |
| 3Y | +48.8% | -17.7% | +66.5% | +35.9% |
| All | +48.8% | -18.9% | +67.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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