+53.6%
PCAR vs CAVA
+42.4%
+11.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +2.2% | -3.5% | +5.7% | +2.6% |
| 30D | +0.3% | +13.8% | -13.4% | -1.1% |
| 3M | -17.9% | -1.7% | -16.3% | -18.1% |
| 6M | -3.4% | -25.2% | +21.8% | -1.3% |
| YTD | -0.1% | +1.9% | -2.0% | -2.0% |
| 1Y | +13.4% | +21.4% | -8.0% | +8.9% |
| 3Y | +37.2% | +92.5% | -55.3% | +28.0% |
| All | +53.6% | +42.4% | +11.2% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling