+47.8%
PPL vs CAVA
+40.8%
+7.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.5% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +5.4% | +13.6% | -8.1% | +5.2% |
| 3M | +4.3% | -4.9% | +9.2% | +4.3% |
| 6M | -1.3% | -33.9% | +32.6% | -1.0% |
| YTD | +4.7% | +0.8% | +3.9% | +4.5% |
| 1Y | +1.3% | +27.0% | -25.7% | +0.7% |
| 3Y | +57.2% | +73.1% | -15.8% | +55.0% |
| All | +47.8% | +40.8% | +7.0% | +46.1% |
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