+152.2%
CAKE vs PFGC
+110.3%
+41.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.8% |
| 7D | -4.5% | -4.8% | +0.2% | -1.7% |
| 30D | -12.4% | -12.5% | +0.1% | -5.2% |
| 3M | +37.3% | -9.7% | +47.1% | +45.3% |
| 6M | +70.7% | +7.0% | +63.7% | +62.6% |
| YTD | +106.0% | +4.5% | +101.5% | +95.4% |
| 1Y | +79.7% | -11.6% | +91.2% | +89.4% |
| 3Y | +267.8% | +58.5% | +209.3% | +160.7% |
| All | +152.2% | +110.3% | +41.9% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling