-14.7%
PFE vs CAVA
+28.6%
-43.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | -0.4% |
| 7D | -4.0% | -12.4% | +8.4% | -3.9% |
| 30D | +3.9% | -11.2% | +15.1% | +4.0% |
| 3M | +9.9% | -33.8% | +43.7% | +10.4% |
| 6M | +5.3% | -32.5% | +37.8% | +5.8% |
| YTD | +16.8% | -8.0% | +24.8% | +17.0% |
| 1Y | +20.4% | -17.1% | +37.6% | +20.5% |
| 3Y | -2.1% | +37.8% | -39.9% | +1.3% |
| All | -14.7% | +28.6% | -43.3% | -11.6% |
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