-19.2%
PCG vs CAVA
+92.9%
-112.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.2% | -3.5% | +1.3% | -2.1% |
| 30D | -0.5% | +13.8% | -14.2% | -1.1% |
| 3M | -24.0% | -1.7% | -22.3% | -24.1% |
| 6M | -18.6% | -25.2% | +6.6% | -17.8% |
| YTD | -17.7% | +1.9% | -19.6% | -18.4% |
| 1Y | -20.0% | +21.4% | -41.4% | -21.5% |
| All | -19.2% | +92.9% | -112.1% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling