+5,638.7%
PHM vs CAKE
+3,772.9%
+1,865.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.3% |
| 7D | -6.4% | -5.6% | -0.7% | -4.5% |
| 30D | -12.1% | -10.5% | -1.6% | -8.9% |
| 3M | -1.5% | +43.6% | -45.2% | -13.9% |
| 6M | -6.0% | +63.0% | -69.1% | -21.7% |
| YTD | -0.3% | +102.9% | -103.2% | -23.2% |
| 1Y | -13.3% | +75.6% | -89.0% | -30.1% |
| 3Y | +47.6% | +257.7% | -210.1% | -9.4% |
| 5Y | +154.7% | +156.0% | -1.3% | +68.9% |
| 10Y | +552.4% | +150.5% | +401.9% | +267.9% |
| All | +5,638.7% | +3,772.9% | +1,865.8% | +1,630.1% |
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