+54.2%
PCG vs CAKE
+163.4%
-109.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.7% |
| 7D | +6.5% | -4.6% | +11.0% | +7.2% |
| 30D | -16.7% | -6.6% | -10.2% | -15.9% |
| 3M | -14.2% | +52.9% | -67.1% | -19.9% |
| 6M | -21.5% | +65.7% | -87.2% | -27.9% |
| YTD | -11.2% | +107.8% | -119.0% | -21.7% |
| 1Y | -4.2% | +78.5% | -82.7% | -13.5% |
| 3Y | -14.9% | +266.4% | -281.3% | -34.1% |
| 5Y | +54.2% | +159.6% | -105.4% | +21.0% |
| All | +54.2% | +163.4% | -109.2% | +21.0% |
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 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