+18,240.1%
PH vs CAKE
+4,004.5%
+14,235.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | -10.8% | +0.4% | -11.2% | -11.1% |
| 3M | +8.5% | +59.9% | -51.5% | -5.1% |
| 6M | +3.9% | +75.1% | -71.1% | -11.7% |
| YTD | +9.4% | +115.0% | -105.6% | -12.2% |
| 1Y | +26.8% | +81.6% | -54.8% | +5.9% |
| 3Y | +140.8% | +279.1% | -138.3% | +62.5% |
| 5Y | +253.8% | +170.6% | +83.2% | +151.9% |
| 10Y | +792.3% | +160.3% | +632.0% | +470.8% |
| All | +18,240.1% | +4,004.5% | +14,235.6% | +6,460.7% |
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