+125.1%
CAKE vs PENG
+689.3%
-564.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +3.5% |
| 7D | +2.5% | +13.2% | -10.7% | +0.6% |
| 30D | -3.1% | -29.9% | +26.9% | +0.5% |
| 3M | -2.2% | -22.2% | +20.0% | -1.1% |
| 6M | +94.1% | -1.9% | +95.9% | +81.6% |
| YTD | +119.4% | +142.1% | -22.7% | +72.5% |
| 1Y | +141.4% | +151.5% | -10.1% | +88.3% |
| 3Y | +273.6% | +206.9% | +66.6% | +164.7% |
| 5Y | +177.7% | +58.2% | +119.4% | +108.4% |
| All | +125.1% | +689.3% | -564.2% | +53.3% |
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