-22.4%
PCG vs CAVA
+42.4%
-64.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 3M | -24.0% | -1.7% | -22.3% | -24.0% |
| 6M | -18.6% | -25.2% | +6.6% | -17.9% |
| YTD | -17.7% | +1.9% | -19.6% | -18.3% |
| 1Y | -20.0% | +21.4% | -41.4% | -21.3% |
| 3Y | -20.2% | +92.5% | -112.7% | -22.5% |
| All | -22.4% | +42.4% | -64.8% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling