+1,290.8%
PFE vs CAKE
+4,018.7%
-2,727.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.8% | -4.0% | +5.8% | +2.3% |
| 30D | +10.2% | +2.4% | +7.8% | +9.7% |
| 3M | +12.7% | +69.0% | -56.3% | +5.1% |
| 6M | +10.5% | +69.3% | -58.7% | +2.8% |
| YTD | +20.2% | +115.8% | -95.6% | +8.1% |
| 1Y | +24.1% | +79.3% | -55.3% | +14.2% |
| 3Y | -3.6% | +262.0% | -265.6% | -20.0% |
| 5Y | -20.9% | +165.7% | -186.5% | -33.5% |
| 10Y | +35.8% | +158.9% | -123.1% | +5.6% |
| All | +1,290.8% | +4,018.7% | -2,727.8% | +652.1% |
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 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