+6.6%
PG vs CAVA
+33.0%
-26.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.6% |
| 7D | -0.8% | -8.0% | +7.2% | -0.8% |
| 30D | +0.8% | -19.6% | +20.4% | +0.9% |
| 3M | -1.3% | -36.7% | +35.3% | -1.1% |
| 6M | -3.8% | -30.6% | +26.8% | -3.6% |
| YTD | +3.6% | -4.8% | +8.4% | +3.9% |
| 1Y | -5.7% | -13.1% | +7.4% | -5.6% |
| 3Y | +1.6% | +48.8% | -47.2% | +0.4% |
| All | +6.6% | +33.0% | -26.5% | +6.1% |
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