+848.9%
PM vs CAKE
+610.3%
+238.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.6% | +0.8% |
| 7D | +0.5% | +2.5% | -1.9% | +0.1% |
| 30D | -3.2% | -3.1% | -0.2% | -2.9% |
| 3M | +6.2% | -2.2% | +8.4% | +6.3% |
| 6M | +7.7% | +94.1% | -86.4% | -3.5% |
| YTD | +27.3% | +119.4% | -92.2% | +11.4% |
| 1Y | +32.8% | +141.4% | -108.6% | +14.4% |
| 3Y | +150.0% | +273.6% | -123.6% | +95.4% |
| 5Y | +164.2% | +177.7% | -13.4% | +110.9% |
| 10Y | +265.7% | +131.9% | +133.8% | +168.8% |
| All | +848.9% | +610.3% | +238.6% | +403.1% |
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