+2,660.3%
PG vs CAKE
+3,831.8%
-1,171.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | -0.8% | -4.5% | +3.7% | -0.4% |
| 30D | +0.8% | -12.4% | +13.3% | +2.0% |
| 3M | -1.3% | +37.3% | -38.7% | -4.5% |
| 6M | -3.8% | +70.7% | -74.5% | -8.9% |
| YTD | +3.6% | +106.0% | -102.4% | -3.7% |
| 1Y | -5.7% | +79.7% | -85.4% | -11.4% |
| 3Y | +1.6% | +267.8% | -266.2% | -12.0% |
| 5Y | +14.6% | +159.9% | -145.3% | +0.8% |
| 10Y | +121.2% | +154.3% | -33.2% | +82.6% |
| All | +2,660.3% | +3,831.8% | -1,171.6% | +1,510.3% |
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