+75.3%
PEP vs CAKE
+155.4%
-80.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.4% |
| 7D | -1.0% | -4.5% | +3.6% | -0.4% |
| 30D | -0.7% | -12.4% | +11.8% | +0.7% |
| 3M | -4.1% | +37.3% | -41.5% | -7.7% |
| 6M | -13.1% | +70.7% | -83.8% | -18.5% |
| YTD | -2.1% | +106.0% | -108.1% | -10.3% |
| 1Y | -1.7% | +79.7% | -81.3% | -8.6% |
| 3Y | -15.1% | +267.8% | -282.9% | -28.6% |
| 5Y | +3.1% | +159.9% | -156.8% | -11.4% |
| All | +75.3% | +155.4% | -80.2% | +28.1% |
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