-12.2%
PFE vs CAVA
+44.7%
-56.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.2% |
| 7D | +1.8% | -9.2% | +11.0% | +1.9% |
| 30D | +10.2% | -8.2% | +18.4% | +10.3% |
| 3M | +12.7% | -15.3% | +28.0% | +12.9% |
| 6M | +10.5% | -23.6% | +34.1% | +10.9% |
| YTD | +20.2% | +3.5% | +16.6% | +20.2% |
| 1Y | +24.1% | -7.9% | +31.9% | +24.0% |
| 3Y | -3.6% | +38.7% | -42.2% | -0.9% |
| All | -12.2% | +44.7% | -56.9% | -9.2% |
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