+156.9%
PHM vs CAKE
+157.8%
-0.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | -5.0% | -4.5% | -0.4% | -3.4% |
| 30D | -8.4% | -12.4% | +4.0% | -4.1% |
| 3M | -4.4% | +37.3% | -41.8% | -16.1% |
| 6M | -3.7% | +70.7% | -74.5% | -22.6% |
| YTD | +1.3% | +106.0% | -104.7% | -24.5% |
| 1Y | -14.0% | +79.7% | -93.7% | -32.8% |
| 3Y | +48.1% | +267.8% | -219.7% | -15.9% |
| All | +156.9% | +157.8% | -0.9% | +54.2% |
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