+8.1%
PCG vs CAKE
+170.5%
-162.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | -2.0% | -3.8% | +1.8% | -1.4% |
| 30D | -2.7% | -5.2% | +2.5% | -2.0% |
| 3M | -25.1% | -9.2% | -15.9% | -24.1% |
| 6M | -22.3% | +76.6% | -98.9% | -29.6% |
| YTD | -18.5% | +113.6% | -132.1% | -28.9% |
| 1Y | -21.8% | +134.3% | -156.2% | -33.0% |
| 3Y | -21.0% | +271.2% | -292.2% | -39.7% |
| 5Y | +8.1% | +170.3% | -162.2% | -11.8% |
| All | +8.1% | +170.5% | -162.4% | -11.8% |
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 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