+737.2%
PBF vs CAKE
+153.9%
+583.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.3% |
| 7D | +2.3% | -5.6% | +7.9% | +3.6% |
| 30D | +11.6% | -10.5% | +22.1% | +14.1% |
| 3M | +81.7% | +43.6% | +38.1% | +66.3% |
| 6M | +96.4% | +63.0% | +33.4% | +73.1% |
| YTD | +189.5% | +102.9% | +86.6% | +139.6% |
| 1Y | +180.7% | +75.6% | +105.1% | +140.6% |
| 3Y | +56.6% | +257.7% | -201.1% | +8.7% |
| All | +737.2% | +153.9% | +583.3% | +565.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling