+10.7%
PCG vs CAKE
+4,088.6%
-4,077.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +1.8% |
| 7D | +2.2% | +2.5% | -0.3% | +1.8% |
| 30D | +0.8% | -3.1% | +3.8% | +1.1% |
| 3M | -23.8% | -2.2% | -21.6% | -23.7% |
| 6M | -19.6% | +94.1% | -113.7% | -27.2% |
| YTD | -16.7% | +119.4% | -136.2% | -26.2% |
| 1Y | -19.4% | +141.4% | -160.8% | -29.6% |
| 3Y | -18.3% | +273.6% | -291.9% | -34.0% |
| 5Y | +10.4% | +177.7% | -167.3% | -8.9% |
| 10Y | -76.1% | +131.9% | -208.0% | -81.4% |
| All | +10.7% | +4,088.6% | -4,077.9% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling