+1,342.0%
PPL vs CAKE
+4,018.7%
-2,676.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.7% | -4.0% | +6.7% | +3.2% |
| 30D | +0.5% | +2.4% | -2.0% | 0.0% |
| 3M | +0.7% | +69.0% | -68.3% | -6.4% |
| 6M | -7.6% | +69.3% | -76.9% | -14.3% |
| YTD | +1.8% | +115.8% | -113.9% | -8.7% |
| 1Y | -0.8% | +79.3% | -80.1% | -9.0% |
| 3Y | +56.9% | +262.0% | -205.2% | +28.9% |
| 5Y | +39.5% | +165.7% | -126.1% | +16.6% |
| 10Y | +55.4% | +158.9% | -103.5% | +20.5% |
| All | +1,342.0% | +4,018.7% | -2,676.6% | +720.2% |
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