+2,803.9%
CAKE vs PEGA
+1,154.6%
+1,649.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +0.2% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | +0.4% | +9.6% | -9.2% | -0.9% |
| 3M | +59.9% | +2.3% | +57.6% | +58.6% |
| 6M | +75.1% | -23.9% | +99.0% | +79.4% |
| YTD | +115.0% | -39.8% | +154.8% | +125.1% |
| 1Y | +81.6% | -37.4% | +119.0% | +88.8% |
| 3Y | +279.1% | +53.1% | +226.0% | +246.6% |
| 5Y | +170.6% | -47.2% | +217.9% | +173.1% |
| 10Y | +160.3% | +174.3% | -14.1% | +122.7% |
| All | +2,803.9% | +1,154.6% | +1,649.3% | +1,524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling