-21.5%
PCG vs CAVA
+38.6%
-60.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +2.1% |
| 7D | +2.2% | -1.6% | +3.7% | +2.2% |
| 30D | +0.8% | +12.9% | -12.1% | +0.2% |
| 3M | -23.8% | -19.3% | -4.5% | -23.2% |
| 6M | -19.6% | -19.5% | -0.2% | -19.2% |
| YTD | -16.7% | -0.8% | -15.9% | -17.3% |
| 1Y | -19.4% | +20.8% | -40.2% | -20.7% |
| 3Y | -18.3% | +85.7% | -104.0% | -20.5% |
| All | -21.5% | +38.6% | -60.2% | -23.4% |
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