-21.0%
PFE vs CAKE
+152.3%
-173.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | -4.0% | -5.6% | +1.6% | -3.7% |
| 30D | +3.9% | -10.5% | +14.4% | +4.5% |
| 3M | +9.9% | +43.6% | -33.7% | +7.1% |
| 6M | +5.3% | +63.0% | -57.8% | +1.7% |
| YTD | +16.8% | +102.9% | -86.1% | +11.0% |
| 1Y | +20.4% | +75.6% | -55.2% | +15.4% |
| 3Y | -2.1% | +257.7% | -259.8% | -9.1% |
| 5Y | -21.0% | +156.0% | -177.0% | -26.1% |
| All | -21.0% | +152.3% | -173.3% | -26.1% |
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