+27.6%
CAVA vs PSKY
-32.2%
+59.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.6% |
| 3M | -36.7% | +1.5% | -38.2% | -36.7% |
| 6M | -30.6% | +7.7% | -38.3% | -30.6% |
| YTD | -4.8% | -20.1% | +15.3% | -4.6% |
| 1Y | -13.1% | -38.3% | +25.2% | -12.8% |
| 3Y | +48.8% | -17.7% | +66.5% | +41.1% |
| All | +27.6% | -32.2% | +59.8% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling