+171.6%
CAKE vs PENG
+109.6%
+62.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.1% | -0.5% |
| 7D | -4.0% | +4.5% | -8.6% | -4.6% |
| 30D | +2.4% | -7.1% | +9.5% | +3.2% |
| 3M | +69.0% | -27.3% | +96.2% | +71.6% |
| 6M | +69.3% | +169.6% | -100.3% | +32.9% |
| YTD | +115.8% | +164.6% | -48.9% | +69.2% |
| 1Y | +79.3% | +109.5% | -30.1% | +45.6% |
| 3Y | +262.0% | +98.9% | +163.1% | +171.4% |
| All | +171.6% | +109.6% | +62.0% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling