+3.4%
PEP vs CAKE
+152.3%
-148.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.1% |
| 7D | -1.4% | -5.6% | +4.3% | -1.0% |
| 30D | -0.2% | -10.5% | +10.3% | +0.5% |
| 3M | -4.3% | +43.6% | -47.9% | -6.8% |
| 6M | -13.2% | +63.0% | -76.2% | -16.3% |
| YTD | -1.9% | +102.9% | -104.8% | -6.9% |
| 1Y | -0.3% | +75.6% | -76.0% | -4.6% |
| 3Y | -13.6% | +257.7% | -271.3% | -21.8% |
| 5Y | +3.4% | +156.0% | -152.6% | -5.6% |
| All | +3.4% | +152.3% | -148.9% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling