+23.3%
CAVA vs PTC
-8.8%
+32.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -12.4% | -14.2% | +1.8% | -6.7% |
| 30D | -11.2% | -14.4% | +3.2% | -5.4% |
| 3M | -33.8% | -4.7% | -29.1% | -33.8% |
| 6M | -32.5% | -19.3% | -13.2% | -25.9% |
| YTD | -8.0% | -26.1% | +18.1% | +6.1% |
| 1Y | -17.1% | -37.1% | +19.9% | +6.0% |
| 3Y | +37.8% | -10.4% | +48.2% | +24.7% |
| All | +23.3% | -8.8% | +32.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling