-24.6%
PDD vs CAKE
+163.4%
-188.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -0.4% |
| 7D | -4.4% | -4.6% | +0.1% | -3.1% |
| 30D | -15.5% | -6.6% | -8.9% | -13.9% |
| 3M | -4.1% | +52.9% | -57.0% | -16.4% |
| 6M | -23.4% | +65.7% | -89.2% | -35.4% |
| YTD | -30.7% | +107.8% | -138.5% | -45.8% |
| 1Y | -37.6% | +78.5% | -116.1% | -49.0% |
| 3Y | -17.5% | +266.4% | -283.9% | -52.9% |
| 5Y | -24.6% | +159.6% | -184.2% | -55.3% |
| All | -24.6% | +163.4% | -188.1% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling