-34.1%
PCOR vs CAKE
+111.0%
-145.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.4% |
| 7D | -9.0% | -4.0% | -5.0% | -7.4% |
| 30D | +4.2% | +2.4% | +1.7% | +2.4% |
| 3M | +14.4% | +69.0% | -54.6% | -9.9% |
| 6M | +0.2% | +69.3% | -69.1% | -21.9% |
| YTD | -20.3% | +115.8% | -136.0% | -45.0% |
| 1Y | -16.1% | +79.3% | -95.5% | -37.2% |
| 3Y | -14.7% | +262.0% | -276.7% | -55.4% |
| 5Y | -43.2% | +165.7% | -208.8% | -69.4% |
| All | -34.1% | +111.0% | -145.1% | -63.6% |
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 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