+3,816.2%
CAKE vs PTC
+817.1%
+2,999.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.7% |
| 7D | -1.1% | -12.8% | +11.7% | +1.6% |
| 30D | +0.4% | -9.8% | +10.2% | +2.2% |
| 3M | +59.9% | -2.1% | +62.0% | +59.4% |
| 6M | +75.1% | -18.1% | +93.2% | +80.4% |
| YTD | +115.0% | -23.5% | +138.5% | +124.1% |
| 1Y | +81.6% | -37.4% | +119.0% | +96.9% |
| 3Y | +279.1% | -7.2% | +286.3% | +278.0% |
| 5Y | +170.6% | +2.7% | +168.0% | +163.6% |
| 10Y | +160.3% | +203.4% | -43.1% | +102.3% |
| All | +3,816.2% | +817.1% | +2,999.2% | +1,188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling