+48.8%
PFE vs CAKE
+131.7%
-82.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.1% |
| 7D | -1.7% | +2.5% | -4.2% | -2.0% |
| 30D | +0.3% | -3.1% | +3.4% | +0.6% |
| 3M | +9.4% | -2.2% | +11.6% | +9.4% |
| 6M | +14.9% | +94.1% | -79.2% | +6.5% |
| YTD | +23.8% | +119.4% | -95.6% | +12.8% |
| 1Y | +19.5% | +141.4% | -121.9% | +7.8% |
| 3Y | +21.0% | +273.6% | -252.5% | +3.1% |
| 5Y | -23.9% | +177.7% | -201.6% | -34.3% |
| All | +48.8% | +131.7% | -82.9% | +11.6% |
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 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