+156.0%
CAKE vs PEGA
-47.2%
+203.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.3% | -2.8% |
| 7D | -5.6% | -5.3% | -0.3% | -4.5% |
| 30D | -10.5% | +8.3% | -18.8% | -12.5% |
| 3M | +43.6% | +8.9% | +34.7% | +39.4% |
| 6M | +63.0% | -19.7% | +82.8% | +68.8% |
| YTD | +102.9% | -39.9% | +142.8% | +122.9% |
| 1Y | +75.6% | -36.4% | +112.0% | +89.1% |
| 3Y | +257.7% | +52.8% | +204.9% | +180.2% |
| 5Y | +156.0% | -45.7% | +201.7% | +145.2% |
| All | +156.0% | -47.2% | +203.2% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling