-15.7%
PCG vs CAVA
+44.7%
-60.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | -13.9% | -9.2% | -4.6% | -13.5% |
| 30D | -16.9% | -8.2% | -8.7% | -16.6% |
| 3M | -14.7% | -15.3% | +0.6% | -14.3% |
| 6M | -23.8% | -23.6% | -0.2% | -23.2% |
| YTD | -10.5% | +3.5% | -14.0% | -11.2% |
| 1Y | -5.1% | -7.9% | +2.8% | -5.3% |
| 3Y | -11.6% | +38.7% | -50.3% | -13.7% |
| All | -15.7% | +44.7% | -60.3% | -17.8% |
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