-20.7%
PDD vs CAKE
+81.3%
-102.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.9% | +1.5% |
| 7D | -4.9% | +2.5% | -7.4% | -5.2% |
| 30D | -3.0% | -3.1% | 0.0% | -2.8% |
| 3M | -6.2% | -2.2% | -4.0% | -6.2% |
| 6M | -20.7% | +94.1% | -114.8% | -22.0% |
| All | -20.7% | +81.3% | -102.0% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling