+57.6%
PPL vs CAKE
+153.4%
-95.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.8% | -1.0% |
| 7D | 0.0% | -4.6% | +4.6% | +0.7% |
| 30D | -1.3% | -6.6% | +5.3% | -0.4% |
| 3M | -2.6% | +52.9% | -55.5% | -9.3% |
| 6M | -8.4% | +65.7% | -74.2% | -16.1% |
| YTD | +0.2% | +107.8% | -107.6% | -11.8% |
| 1Y | -0.2% | +78.5% | -78.7% | -10.2% |
| 3Y | +52.9% | +266.4% | -213.5% | +19.0% |
| 5Y | +36.8% | +159.6% | -122.8% | +9.6% |
| 10Y | +57.6% | +156.6% | -99.0% | +1.3% |
| All | +57.6% | +153.4% | -95.8% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling