-13.3%
PCOR vs CAKE
+113.9%
-127.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | +20.7% | -1.0% | +21.7% | +21.4% |
| 30D | +35.7% | +0.6% | +35.1% | +35.2% |
| 3M | +31.1% | -1.6% | +32.7% | +30.8% |
| 6M | +43.1% | +78.3% | -35.2% | +9.9% |
| YTD | +4.8% | +118.8% | -114.0% | -28.3% |
| 1Y | -3.7% | +140.3% | -144.0% | -37.2% |
| 3Y | +46.5% | +280.3% | -233.7% | -25.1% |
| 5Y | -17.3% | +171.9% | -189.2% | -56.0% |
| All | -13.3% | +113.9% | -127.3% | -52.6% |
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