+143.4%
PEG vs CAKE
+155.4%
-12.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -0.9% | -4.5% | +3.7% | -0.3% |
| 30D | -3.7% | -12.4% | +8.7% | -2.1% |
| 3M | -7.3% | +37.3% | -44.6% | -11.6% |
| 6M | -10.5% | +70.7% | -81.2% | -17.4% |
| YTD | -7.5% | +106.0% | -113.5% | -17.1% |
| 1Y | -8.7% | +79.7% | -88.4% | -16.8% |
| 3Y | +31.4% | +267.8% | -236.4% | +6.3% |
| 5Y | +37.8% | +159.9% | -122.1% | +14.2% |
| All | +143.4% | +155.4% | -12.0% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling