+210.9%
PM vs CAKE
+155.4%
+55.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +4.7% | -4.5% | +9.2% | +5.2% |
| 30D | +2.6% | -12.4% | +15.1% | +4.2% |
| 3M | +6.6% | +37.3% | -30.8% | +2.1% |
| 6M | +16.5% | +70.7% | -54.2% | +8.3% |
| YTD | +21.2% | +106.0% | -84.8% | +9.8% |
| 1Y | +17.9% | +79.7% | -61.7% | +8.5% |
| 3Y | +129.8% | +267.8% | -137.9% | +87.5% |
| 5Y | +133.0% | +159.9% | -26.9% | +94.9% |
| All | +210.9% | +155.4% | +55.5% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling