-14.9%
PEP vs CAKE
+264.8%
-279.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.1% |
| 7D | -1.7% | -4.6% | +2.9% | -1.4% |
| 30D | +0.3% | -6.6% | +6.9% | +0.7% |
| 3M | -3.2% | +52.9% | -56.2% | -5.8% |
| 6M | -13.6% | +65.7% | -79.3% | -16.4% |
| YTD | -1.9% | +107.8% | -109.7% | -6.5% |
| 1Y | -0.6% | +78.5% | -79.1% | -4.5% |
| All | -14.9% | +264.8% | -279.7% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling