+151.5%
CAKE vs PTC
+205.0%
-53.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | -4.5% | -7.3% | +2.7% | -1.9% |
| 30D | -12.4% | -11.6% | -0.8% | -8.8% |
| 3M | +37.3% | +10.5% | +26.9% | +31.1% |
| 6M | +70.7% | -17.8% | +88.5% | +80.5% |
| YTD | +106.0% | -24.9% | +130.9% | +124.4% |
| 1Y | +79.7% | -36.8% | +116.5% | +109.7% |
| 3Y | +267.8% | -8.7% | +276.5% | +261.9% |
| 5Y | +159.9% | +4.1% | +155.8% | +138.1% |
| All | +151.5% | +205.0% | -53.5% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling