+113.2%
CAKE vs PENG
+751.0%
-637.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -4.6% | +7.3% | -11.9% | -5.6% |
| 30D | -6.6% | -7.5% | +0.9% | -5.7% |
| 3M | +52.9% | -17.2% | +70.1% | +52.7% |
| 6M | +65.7% | +176.7% | -111.0% | +31.2% |
| YTD | +107.8% | +161.0% | -53.2% | +65.5% |
| 1Y | +78.5% | +108.8% | -30.4% | +46.6% |
| 3Y | +266.4% | +109.8% | +156.6% | +177.3% |
| 5Y | +159.6% | +111.7% | +47.9% | +89.8% |
| All | +113.2% | +751.0% | -637.8% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling