+146.1%
CAKE vs PENG
+120.5%
+25.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.1% | +13.8% | +4.4% |
| 7D | +9.1% | -20.5% | +29.6% | +8.7% |
| 30D | +5.8% | -20.4% | +26.2% | +5.5% |
| 3M | +9.3% | -16.4% | +25.7% | +9.1% |
| 6M | +96.1% | +49.2% | +46.9% | +79.8% |
| YTD | +131.4% | +147.2% | -15.8% | +94.9% |
| 1Y | +146.1% | +124.7% | +21.4% | +109.0% |
| All | +146.1% | +120.5% | +25.6% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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