+262.3%
CAKE vs PTC
-10.7%
+272.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -5.6% | -14.2% | +8.6% | -1.8% |
| 30D | -10.5% | -14.4% | +3.9% | -7.0% |
| 3M | +43.6% | -4.7% | +48.3% | +43.7% |
| 6M | +63.0% | -19.3% | +82.4% | +72.5% |
| YTD | +102.9% | -26.1% | +129.0% | +121.3% |
| 1Y | +75.6% | -37.1% | +112.7% | +104.5% |
| All | +262.3% | -10.7% | +272.9% | +250.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling