-16.0%
PCG vs CAKE
+147.7%
-163.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.5% |
| 7D | +1.9% | +9.1% | -7.2% | +1.3% |
| 30D | +8.5% | +5.8% | +2.7% | +8.0% |
| 3M | -22.9% | +9.3% | -32.2% | -23.2% |
| 6M | -16.8% | +96.1% | -112.9% | -19.5% |
| YTD | -15.8% | +131.4% | -147.2% | -20.0% |
| 1Y | -16.0% | +146.1% | -162.1% | -20.5% |
| All | -16.0% | +147.7% | -163.7% | -20.5% |
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