+9,306.7%
PCAR vs CAKE
+4,088.6%
+5,218.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.4% |
| 7D | +4.9% | +2.5% | +2.5% | +4.3% |
| 30D | -1.4% | -3.1% | +1.6% | -0.7% |
| 3M | -18.1% | -2.2% | -15.9% | -18.0% |
| 6M | -4.0% | +94.1% | -98.1% | -20.7% |
| YTD | -1.5% | +119.4% | -120.9% | -21.7% |
| 1Y | +13.2% | +141.4% | -128.2% | -12.3% |
| 3Y | +35.8% | +273.6% | -237.8% | -8.3% |
| 5Y | +114.6% | +177.7% | -63.0% | +50.5% |
| 10Y | +289.6% | +131.9% | +157.7% | +148.9% |
| All | +9,306.7% | +4,088.6% | +5,218.1% | +3,236.8% |
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 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