+773.5%
PM vs CAKE
+596.0%
+177.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -1.1% | -0.2% | -1.1% |
| 30D | -2.6% | +0.4% | -3.0% | -2.7% |
| 3M | +5.8% | +59.9% | -54.1% | -2.0% |
| 6M | +10.6% | +75.1% | -64.5% | +0.7% |
| YTD | +17.2% | +115.0% | -97.9% | +3.1% |
| 1Y | +17.6% | +81.6% | -64.0% | +6.1% |
| 3Y | +124.3% | +279.1% | -154.9% | +75.0% |
| 5Y | +125.1% | +170.6% | -45.6% | +80.3% |
| 10Y | +198.6% | +160.3% | +38.3% | +114.5% |
| All | +773.5% | +596.0% | +177.5% | +365.7% |
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