+267.8%
CAKE vs PEGA
+54.2%
+213.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.3% |
| 7D | -4.5% | -3.0% | -1.5% | -4.1% |
| 30D | -12.4% | +15.9% | -28.3% | -14.5% |
| 3M | +37.3% | +10.8% | +26.5% | +34.4% |
| 6M | +70.7% | -16.5% | +87.2% | +73.6% |
| YTD | +106.0% | -39.0% | +145.0% | +120.0% |
| 1Y | +79.7% | -37.3% | +116.9% | +90.1% |
| 3Y | +267.8% | +59.2% | +208.6% | +222.7% |
| All | +267.8% | +54.2% | +213.5% | +222.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling