+150.0%
PM vs CAVA
+87.8%
+62.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +1.2% |
| 7D | +0.5% | -1.6% | +2.1% | +0.6% |
| 30D | -3.2% | +12.9% | -16.1% | -3.3% |
| 3M | +6.2% | -19.3% | +25.5% | +6.4% |
| 6M | +7.7% | -19.5% | +27.1% | +7.9% |
| YTD | +27.3% | -0.8% | +28.1% | +27.5% |
| 1Y | +32.8% | +20.8% | +12.0% | +33.1% |
| 3Y | +150.0% | +85.7% | +64.3% | +145.7% |
| All | +150.0% | +87.8% | +62.2% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling