+622.4%
CAKE vs PFG
+989.9%
-367.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | -4.6% | +3.2% | -7.8% | -6.0% |
| 30D | -6.6% | +0.9% | -7.5% | -7.1% |
| 3M | +52.9% | +7.7% | +45.2% | +47.7% |
| 6M | +65.7% | +29.0% | +36.8% | +48.8% |
| YTD | +107.8% | +32.5% | +75.3% | +84.4% |
| 1Y | +78.5% | +47.3% | +31.2% | +51.3% |
| 3Y | +266.4% | +68.2% | +198.2% | +192.8% |
| 5Y | +159.6% | +108.5% | +51.1% | +89.7% |
| 10Y | +156.6% | +241.4% | -84.8% | +57.6% |
| All | +622.4% | +989.9% | -367.4% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling