+250.3%
PH vs CAKE
+152.3%
+98.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.9% |
| 7D | -3.1% | -5.6% | +2.5% | -1.5% |
| 30D | -11.8% | -10.5% | -1.3% | -9.1% |
| 3M | +6.9% | +43.6% | -36.7% | -4.8% |
| 6M | -1.3% | +63.0% | -64.3% | -15.8% |
| YTD | +7.0% | +102.9% | -95.9% | -15.2% |
| 1Y | +23.1% | +75.6% | -52.5% | +1.7% |
| 3Y | +135.4% | +257.7% | -122.3% | +53.9% |
| 5Y | +250.3% | +156.0% | +94.3% | +137.5% |
| All | +250.3% | +152.3% | +98.0% | +137.5% |
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 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