+47.7%
PPL vs CAKE
+174.8%
-127.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.6% |
| 7D | -1.2% | -1.8% | +0.6% | -1.1% |
| 30D | +4.2% | +2.3% | +1.9% | +4.0% |
| 3M | +1.5% | +3.9% | -2.4% | +1.0% |
| 6M | +1.0% | +81.4% | -80.3% | -4.5% |
| YTD | +4.4% | +122.5% | -118.2% | -3.6% |
| 1Y | +0.8% | +138.1% | -137.4% | -7.7% |
| 3Y | +56.5% | +288.0% | -231.5% | +33.7% |
| 5Y | +47.7% | +174.9% | -127.2% | +28.6% |
| All | +47.7% | +174.8% | -127.1% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling