-36.2%
PCOR vs CAKE
+110.2%
-146.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.0% |
| 7D | -6.9% | -1.1% | -5.9% | -6.5% |
| 30D | -1.5% | +0.4% | -2.0% | -2.4% |
| 3M | +18.5% | +59.9% | -41.4% | -4.3% |
| 6M | -4.7% | +75.1% | -79.7% | -26.8% |
| YTD | -22.8% | +115.0% | -137.8% | -46.7% |
| 1Y | -20.7% | +81.6% | -102.3% | -41.0% |
| 3Y | -14.6% | +279.1% | -293.7% | -56.3% |
| 5Y | -40.7% | +170.6% | -211.4% | -68.2% |
| All | -36.2% | +110.2% | -146.4% | -64.7% |
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 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