+73.6%
PCAR vs CAVA
+28.6%
+45.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.0% |
| 7D | -1.6% | -12.4% | +10.9% | -0.3% |
| 30D | -7.3% | -11.2% | +3.9% | -6.3% |
| 3M | +7.8% | -33.8% | +41.6% | +11.9% |
| 6M | +3.6% | -32.5% | +36.1% | +7.1% |
| YTD | +12.9% | -8.0% | +20.9% | +12.1% |
| 1Y | +27.3% | -17.1% | +44.4% | +27.3% |
| 3Y | +61.9% | +37.8% | +24.1% | +55.6% |
| All | +73.6% | +28.6% | +45.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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