+2,503.3%
PEG vs CAKE
+3,772.9%
-1,269.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | -0.9% | -5.6% | +4.7% | -0.2% |
| 30D | -2.8% | -10.5% | +7.8% | -1.5% |
| 3M | -6.9% | +43.6% | -50.6% | -11.4% |
| 6M | -11.4% | +63.0% | -74.4% | -17.1% |
| YTD | -7.4% | +102.9% | -110.3% | -15.9% |
| 1Y | -8.3% | +75.6% | -83.9% | -15.3% |
| 3Y | +31.5% | +257.7% | -226.2% | +9.6% |
| 5Y | +38.0% | +156.0% | -118.0% | +17.1% |
| 10Y | +148.3% | +150.5% | -2.2% | +96.2% |
| All | +2,503.3% | +3,772.9% | -1,269.5% | +1,405.8% |
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