+344.9%
PBF vs CAKE
+322.9%
+21.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | +2.4% | -1.1% | +3.4% | +2.9% |
| 30D | +24.9% | +0.4% | +24.4% | +24.2% |
| 3M | +81.9% | +59.9% | +21.9% | +43.8% |
| 6M | +79.4% | +75.1% | +4.3% | +32.9% |
| YTD | +188.3% | +115.0% | +73.3% | +92.2% |
| 1Y | +177.3% | +81.6% | +95.6% | +98.4% |
| 3Y | +56.0% | +279.1% | -223.1% | -27.5% |
| 5Y | +804.0% | +170.6% | +633.4% | +357.5% |
| 10Y | +334.1% | +160.3% | +173.8% | +83.3% |
| All | +344.9% | +322.9% | +21.9% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling