-6.8%
PEG vs CAKE
+76.8%
-83.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +0.7% | -4.0% | +4.7% | +0.7% |
| 30D | -2.4% | +2.4% | -4.9% | -2.4% |
| 3M | -4.8% | +69.0% | -73.8% | -6.1% |
| 6M | -10.7% | +69.3% | -80.0% | -12.1% |
| YTD | -6.7% | +115.8% | -122.4% | -9.7% |
| 1Y | -6.8% | +79.3% | -86.2% | -5.5% |
| All | -6.8% | +76.8% | -83.6% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling