-19.6%
PCG vs CAKE
+81.3%
-100.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +1.9% |
| 7D | +2.2% | +2.5% | -0.3% | +1.9% |
| 30D | +0.8% | -3.1% | +3.8% | +0.9% |
| 3M | -23.8% | -2.2% | -21.6% | -23.5% |
| 6M | -19.6% | +94.1% | -113.7% | -14.7% |
| All | -19.6% | +81.3% | -100.9% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling