+1,379.3%
PPL vs CAKE
+4,076.7%
-2,697.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.3% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | +4.3% | +0.6% | +3.7% | +4.1% |
| 3M | +2.9% | -1.6% | +4.6% | +2.8% |
| 6M | +1.1% | +78.3% | -77.2% | -6.9% |
| YTD | +4.5% | +118.8% | -114.4% | -6.7% |
| 1Y | +0.1% | +140.3% | -140.2% | -11.8% |
| 3Y | +55.7% | +280.3% | -224.6% | +27.0% |
| 5Y | +47.6% | +171.9% | -124.3% | +23.0% |
| 10Y | +66.8% | +135.1% | -68.2% | +30.7% |
| All | +1,379.3% | +4,076.7% | -2,697.4% | +738.0% |
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 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