+47.5%
PPL vs CAVA
+43.8%
+3.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +4.3% | +12.6% | -8.3% | +4.1% |
| 3M | +2.9% | -1.9% | +4.9% | +2.9% |
| 6M | +1.1% | -23.9% | +25.0% | +1.3% |
| YTD | +4.5% | +2.9% | +1.6% | +4.2% |
| 1Y | +0.1% | +21.6% | -21.5% | -0.4% |
| 3Y | +55.7% | +94.4% | -38.7% | +53.0% |
| All | +47.5% | +43.8% | +3.7% | +45.7% |
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 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