+207.9%
PDD vs CAKE
+117.8%
+90.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -4.1% | -4.0% | -0.1% | -3.5% |
| 30D | -9.6% | +2.4% | -12.0% | -10.0% |
| 3M | -4.3% | +69.0% | -73.2% | -11.2% |
| 6M | -18.8% | +69.3% | -88.0% | -24.8% |
| YTD | -27.5% | +115.8% | -143.3% | -35.2% |
| 1Y | -33.6% | +79.3% | -113.0% | -39.3% |
| 3Y | -20.4% | +262.0% | -282.4% | -35.3% |
| 5Y | -19.6% | +165.7% | -185.2% | -34.1% |
| All | +207.9% | +117.8% | +90.1% | +175.4% |
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