+85.6%
PGR vs CAVA
+33.0%
+52.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.6% |
| 7D | -0.6% | -8.0% | +7.4% | -0.4% |
| 30D | +4.9% | -19.6% | +24.5% | +5.6% |
| 3M | +7.6% | -36.7% | +44.3% | +9.1% |
| 6M | +8.3% | -30.6% | +38.8% | +9.2% |
| YTD | +1.7% | -4.8% | +6.5% | +1.1% |
| 1Y | -6.8% | -13.1% | +6.3% | -7.2% |
| 3Y | +73.4% | +48.8% | +24.7% | +63.4% |
| All | +85.6% | +33.0% | +52.6% | +76.6% |
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 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