+1,633.1%
PEP vs CAKE
+4,018.7%
-2,385.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -1.4% | -4.0% | +2.6% | -0.9% |
| 30D | +0.2% | +2.4% | -2.2% | -0.1% |
| 3M | -1.1% | +69.0% | -70.1% | -7.2% |
| 6M | -13.5% | +69.3% | -82.8% | -19.0% |
| YTD | -1.2% | +115.8% | -117.0% | -10.3% |
| 1Y | -1.6% | +79.3% | -80.9% | -8.8% |
| 3Y | -12.5% | +262.0% | -274.5% | -26.5% |
| 5Y | +3.0% | +165.7% | -162.6% | -12.1% |
| 10Y | +73.9% | +158.9% | -85.0% | +37.6% |
| All | +1,633.1% | +4,018.7% | -2,385.6% | +794.9% |
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