+151.5%
CAKE vs PFG
+251.1%
-99.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +0.8% |
| 7D | -4.5% | -0.4% | -4.1% | -4.2% |
| 30D | -12.4% | +2.9% | -15.3% | -14.6% |
| 3M | +37.3% | +6.7% | +30.6% | +29.9% |
| 6M | +70.7% | +33.8% | +36.9% | +37.1% |
| YTD | +106.0% | +35.0% | +71.0% | +63.9% |
| 1Y | +79.7% | +46.4% | +33.2% | +34.1% |
| 3Y | +267.8% | +71.7% | +196.1% | +138.1% |
| 5Y | +159.9% | +113.7% | +46.2% | +37.2% |
| All | +151.5% | +251.1% | -99.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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