+10,861.3%
PCAR vs CAKE
+4,018.7%
+6,842.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.5% | -4.0% | +3.5% | +0.6% |
| 30D | -6.2% | +2.4% | -8.7% | -7.0% |
| 3M | +5.9% | +69.0% | -63.1% | -8.8% |
| 6M | +0.4% | +69.3% | -68.9% | -13.9% |
| YTD | +14.8% | +115.8% | -100.9% | -8.0% |
| 1Y | +30.1% | +79.3% | -49.2% | +9.3% |
| 3Y | +66.7% | +262.0% | -195.4% | +13.6% |
| 5Y | +166.1% | +165.7% | +0.5% | +88.7% |
| 10Y | +353.7% | +158.9% | +194.8% | +181.6% |
| All | +10,861.3% | +4,018.7% | +6,842.6% | +3,820.2% |
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