+132.4%
PM vs CAVA
+33.0%
+99.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.6% |
| 7D | +4.7% | -8.0% | +12.7% | +4.8% |
| 30D | +2.6% | -19.6% | +22.2% | +2.9% |
| 3M | +6.6% | -36.7% | +43.2% | +7.1% |
| 6M | +16.5% | -30.6% | +47.1% | +16.9% |
| YTD | +21.2% | -4.8% | +26.0% | +21.3% |
| 1Y | +17.9% | -13.1% | +31.0% | +18.0% |
| 3Y | +129.8% | +48.8% | +81.1% | +122.6% |
| All | +132.4% | +33.0% | +99.4% | +126.3% |
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