+180.4%
PBF vs CAKE
+78.0%
+102.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.7% |
| 7D | +5.3% | -4.5% | +9.9% | +4.9% |
| 30D | +11.7% | -12.4% | +24.2% | +10.3% |
| 3M | +91.1% | +37.3% | +53.7% | +100.9% |
| 6M | +88.4% | +70.7% | +17.7% | +107.3% |
| YTD | +194.1% | +106.0% | +88.1% | +224.1% |
| 1Y | +180.4% | +79.7% | +100.8% | +183.7% |
| All | +180.4% | +78.0% | +102.4% | +183.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling