+32.8%
PFE vs CAKE
+155.4%
-122.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | +0.1% |
| 7D | -2.6% | -4.5% | +2.0% | -2.1% |
| 30D | +5.4% | -12.4% | +17.8% | +6.8% |
| 3M | +7.8% | +37.3% | -29.6% | +3.8% |
| 6M | +5.0% | +70.7% | -65.7% | -1.5% |
| YTD | +17.1% | +106.0% | -88.9% | +7.4% |
| 1Y | +19.3% | +79.7% | -60.3% | +11.0% |
| 3Y | -0.9% | +267.8% | -268.7% | -15.8% |
| 5Y | -20.8% | +159.9% | -180.7% | -31.4% |
| All | +32.8% | +155.4% | -122.6% | -4.2% |
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