+152.2%
CAKE vs PFG
+111.0%
+41.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +0.9% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | -12.4% | +2.9% | -15.3% | -14.2% |
| 3M | +37.3% | +6.7% | +30.6% | +31.1% |
| 6M | +70.7% | +33.8% | +36.9% | +41.9% |
| YTD | +106.0% | +35.0% | +71.0% | +69.8% |
| 1Y | +79.7% | +46.4% | +33.2% | +40.3% |
| 3Y | +267.8% | +71.7% | +196.1% | +155.3% |
| All | +152.2% | +111.0% | +41.2% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling