+164.2%
PCAR vs CAKE
+152.3%
+11.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.1% |
| 7D | -1.6% | -5.6% | +4.1% | -0.3% |
| 30D | -7.3% | -10.5% | +3.3% | -5.0% |
| 3M | +7.8% | +43.6% | -35.8% | -2.0% |
| 6M | +3.6% | +63.0% | -59.5% | -9.3% |
| YTD | +12.9% | +102.9% | -90.0% | -6.7% |
| 1Y | +27.3% | +75.6% | -48.3% | +8.7% |
| 3Y | +61.9% | +257.7% | -195.8% | +16.0% |
| 5Y | +164.2% | +156.0% | +8.2% | +92.0% |
| All | +164.2% | +152.3% | +11.8% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling