-76.3%
PCG vs CAKE
+155.4%
-231.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -1.9% |
| 7D | -3.5% | -4.5% | +1.0% | -2.7% |
| 30D | -20.6% | -12.4% | -8.2% | -18.7% |
| 3M | -17.6% | +37.3% | -54.9% | -22.6% |
| 6M | -23.5% | +70.7% | -94.2% | -31.3% |
| YTD | -13.6% | +106.0% | -119.6% | -25.4% |
| 1Y | -11.3% | +79.7% | -91.0% | -21.6% |
| 3Y | -16.9% | +267.8% | -284.7% | -37.8% |
| 5Y | +50.8% | +159.9% | -109.1% | +17.0% |
| All | -76.3% | +155.4% | -231.7% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling