+79.3%
CAKE vs PTC
-33.3%
+112.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +1.0% |
| 7D | -4.0% | -10.3% | +6.3% | -3.0% |
| 30D | +2.4% | +1.1% | +1.3% | +1.9% |
| 3M | +69.0% | +1.6% | +67.4% | +67.2% |
| 6M | +69.3% | -13.5% | +82.7% | +73.2% |
| YTD | +115.8% | -19.1% | +134.8% | +127.7% |
| 1Y | +79.3% | -33.9% | +113.2% | +107.4% |
| All | +79.3% | -33.3% | +112.6% | +107.4% |
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