+59.6%
PCAR vs CAKE
+264.8%
-205.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.3% |
| 7D | -0.2% | -4.6% | +4.4% | +0.9% |
| 30D | -6.9% | -6.6% | -0.3% | -5.5% |
| 3M | +2.1% | +52.9% | -50.8% | -10.0% |
| 6M | +1.6% | +65.7% | -64.2% | -13.0% |
| YTD | +12.2% | +107.8% | -95.6% | -10.6% |
| 1Y | +28.0% | +78.5% | -50.4% | +6.3% |
| All | +59.6% | +264.8% | -205.2% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling