-17.0%
PPG vs CAKE
+261.6%
-278.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -6.2% | -4.5% | -1.7% | -5.2% |
| 30D | -7.9% | -12.4% | +4.5% | -5.0% |
| 3M | -10.2% | +37.3% | -47.6% | -18.4% |
| 6M | +2.7% | +70.7% | -68.1% | -12.7% |
| YTD | +4.9% | +106.0% | -101.1% | -15.5% |
| 1Y | -3.2% | +79.7% | -82.8% | -19.4% |
| 3Y | -17.0% | +267.8% | -284.8% | -44.0% |
| All | -17.0% | +261.6% | -278.6% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling