+151.5%
CAKE vs PFGC
+292.9%
-141.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | -4.5% | -4.8% | +0.2% | -2.3% |
| 30D | -12.4% | -12.5% | +0.1% | -6.7% |
| 3M | +37.3% | -9.7% | +47.1% | +43.7% |
| 6M | +70.7% | +7.0% | +63.7% | +64.6% |
| YTD | +106.0% | +4.5% | +101.5% | +98.4% |
| 1Y | +79.7% | -11.6% | +91.2% | +87.1% |
| 3Y | +267.8% | +58.5% | +209.3% | +189.4% |
| 5Y | +159.9% | +112.6% | +47.3% | +77.0% |
| All | +151.5% | +292.9% | -141.4% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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