-16.4%
PINS vs CAKE
+171.8%
-188.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | -12.0% | -4.0% | -8.0% | -10.9% |
| 30D | -12.7% | +2.4% | -15.1% | -13.5% |
| 3M | -5.5% | +69.0% | -74.5% | -20.7% |
| 6M | +5.3% | +69.3% | -64.0% | -12.0% |
| YTD | -21.2% | +115.8% | -137.0% | -39.4% |
| 1Y | -45.0% | +79.3% | -124.4% | -55.3% |
| 3Y | -26.2% | +262.0% | -288.2% | -53.1% |
| 5Y | -64.0% | +165.7% | -229.6% | -75.7% |
| All | -16.4% | +171.8% | -188.2% | -55.0% |
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