+1,678.6%
PBR vs CAKE
+766.4%
+912.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.5% | +2.9% |
| 7D | +4.2% | -5.6% | +9.9% | +6.0% |
| 30D | +22.7% | -10.5% | +33.3% | +26.4% |
| 3M | +21.5% | +43.6% | -22.1% | +7.6% |
| 6M | +24.0% | +63.0% | -39.1% | +4.6% |
| YTD | +88.2% | +102.9% | -14.7% | +47.5% |
| 1Y | +74.8% | +75.6% | -0.8% | +42.5% |
| 3Y | +105.1% | +257.7% | -152.6% | +28.3% |
| 5Y | +572.2% | +156.0% | +416.2% | +336.5% |
| 10Y | +692.7% | +150.5% | +542.2% | +342.4% |
| All | +1,678.6% | +766.4% | +912.2% | +427.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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