+158.5%
PH vs CAVA
+28.6%
+129.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.9% |
| 7D | -3.1% | -12.4% | +9.3% | -1.2% |
| 30D | -11.8% | -11.2% | -0.6% | -10.5% |
| 3M | +6.9% | -33.8% | +40.7% | +13.1% |
| 6M | -1.3% | -32.5% | +31.2% | +3.5% |
| YTD | +7.0% | -8.0% | +14.9% | +4.9% |
| 1Y | +23.1% | -17.1% | +40.2% | +22.5% |
| 3Y | +135.4% | +37.8% | +97.6% | +118.0% |
| All | +158.5% | +28.6% | +129.9% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling