+79.7%
CAKE vs PEGA
-36.0%
+115.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.5% |
| 7D | -4.5% | -3.0% | -1.5% | -4.4% |
| 30D | -12.4% | +15.9% | -28.3% | -13.1% |
| 3M | +37.3% | +10.8% | +26.5% | +35.9% |
| 6M | +70.7% | -16.5% | +87.2% | +69.1% |
| YTD | +106.0% | -39.0% | +145.0% | +113.4% |
| 1Y | +79.7% | -37.3% | +116.9% | +82.9% |
| All | +79.7% | -36.0% | +115.7% | +82.9% |
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