+45.7%
PRU vs CAKE
+152.3%
-106.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.4% |
| 7D | -3.8% | -5.6% | +1.8% | -2.4% |
| 30D | -2.0% | -10.5% | +8.5% | +0.6% |
| 3M | +14.0% | +43.6% | -29.7% | +2.7% |
| 6M | +27.2% | +63.0% | -35.8% | +10.3% |
| YTD | +9.1% | +102.9% | -93.8% | -11.5% |
| 1Y | +18.1% | +75.6% | -57.6% | -0.5% |
| 3Y | +44.3% | +257.7% | -213.5% | -1.8% |
| 5Y | +45.7% | +156.0% | -110.3% | +2.6% |
| All | +45.7% | +152.3% | -106.6% | +2.6% |
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 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