-49.1%
PNR vs CAKE
+78.0%
-127.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -6.0% | -4.5% | -1.5% | -5.3% |
| 30D | -14.0% | -12.4% | -1.5% | -12.3% |
| 3M | -21.7% | +37.3% | -59.0% | -26.3% |
| 6M | -37.3% | +70.7% | -108.0% | -43.6% |
| YTD | -45.1% | +106.0% | -151.1% | -52.9% |
| 1Y | -49.1% | +79.7% | -128.8% | -56.0% |
| All | -49.1% | +78.0% | -127.2% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling