+29.1%
CAVA vs PSKY
-34.6%
+63.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.4% | -0.7% | -6.0% |
| 7D | -8.5% | -6.8% | -1.7% | -8.5% |
| 30D | -8.2% | +10.2% | -18.5% | -8.2% |
| 3M | -25.9% | +0.3% | -26.2% | -25.9% |
| 6M | -30.9% | -7.8% | -23.2% | -30.9% |
| YTD | -3.7% | -23.0% | +19.3% | -3.5% |
| 1Y | -13.4% | -31.6% | +18.2% | -13.1% |
| 3Y | +44.2% | -21.3% | +65.6% | +37.2% |
| All | +29.1% | -34.6% | +63.7% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling