+79.3%
CAKE vs PEGA
-30.0%
+109.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.4% |
| 7D | -4.0% | +3.3% | -7.3% | -4.1% |
| 30D | +2.4% | +17.7% | -15.3% | +1.7% |
| 3M | +69.0% | +5.8% | +63.2% | +67.4% |
| 6M | +69.3% | -20.3% | +89.5% | +67.3% |
| YTD | +115.8% | -37.1% | +152.9% | +122.2% |
| 1Y | +79.3% | -30.2% | +109.5% | +79.0% |
| All | +79.3% | -30.0% | +109.4% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling