+341.8%
PBF vs CAKE
+155.4%
+186.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | +5.3% | -4.5% | +9.9% | +7.6% |
| 30D | +11.7% | -12.4% | +24.2% | +18.5% |
| 3M | +91.1% | +37.3% | +53.7% | +61.6% |
| 6M | +88.4% | +70.7% | +17.7% | +40.1% |
| YTD | +194.1% | +106.0% | +88.1% | +97.0% |
| 1Y | +180.4% | +79.7% | +100.8% | +98.9% |
| 3Y | +59.3% | +267.8% | -208.5% | -27.4% |
| 5Y | +816.3% | +159.9% | +656.4% | +358.2% |
| All | +341.8% | +155.4% | +186.4% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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