+27.3%
PCAR vs CAKE
+74.6%
-47.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +0.9% |
| 7D | -1.6% | -5.6% | +4.1% | -0.6% |
| 30D | -7.3% | -10.5% | +3.3% | -5.7% |
| 3M | +7.8% | +43.6% | -35.8% | -0.9% |
| 6M | +3.6% | +63.0% | -59.5% | -8.5% |
| YTD | +12.9% | +102.9% | -90.0% | -8.9% |
| 1Y | +27.3% | +75.6% | -48.3% | +4.8% |
| All | +27.3% | +74.6% | -47.3% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling