+146.1%
CAKE vs PTC
+0.1%
+146.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.7% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | +5.8% | +1.5% | +4.3% | +5.8% |
| 3M | +9.3% | +37.8% | -28.4% | +7.1% |
| 6M | +96.1% | +41.2% | +54.9% | +90.4% |
| YTD | +131.4% | +12.0% | +119.4% | +136.5% |
| 1Y | +146.1% | +1.6% | +144.4% | +160.4% |
| All | +146.1% | +0.1% | +146.0% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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