+79.7%
CAKE vs PTC
-36.4%
+116.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.4% |
| 7D | -4.5% | -7.3% | +2.7% | -3.9% |
| 30D | -12.4% | -11.6% | -0.8% | -11.5% |
| 3M | +37.3% | +10.5% | +26.9% | +35.6% |
| 6M | +70.7% | -17.8% | +88.5% | +75.1% |
| YTD | +106.0% | -24.9% | +130.9% | +119.3% |
| 1Y | +79.7% | -36.8% | +116.5% | +109.5% |
| All | +79.7% | -36.4% | +116.1% | +109.5% |
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