+2,536.5%
PNR vs CAKE
+3,831.8%
-1,295.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -6.0% | -4.5% | -1.5% | -5.0% |
| 30D | -14.0% | -12.4% | -1.5% | -11.3% |
| 3M | -21.7% | +37.3% | -59.0% | -28.0% |
| 6M | -37.3% | +70.7% | -108.0% | -45.6% |
| YTD | -45.1% | +106.0% | -151.1% | -54.8% |
| 1Y | -49.1% | +79.7% | -128.8% | -56.7% |
| 3Y | -14.8% | +267.8% | -282.6% | -40.3% |
| 5Y | -21.0% | +159.9% | -180.9% | -41.7% |
| 10Y | +64.7% | +154.3% | -89.6% | +9.1% |
| All | +2,536.5% | +3,831.8% | -1,295.3% | +952.9% |
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