+800.4%
PRU vs CAKE
+522.3%
+278.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | +1.9% | -4.0% | +5.9% | +3.8% |
| 30D | +2.7% | +2.4% | +0.3% | +1.0% |
| 3M | +19.5% | +69.0% | -49.5% | -8.7% |
| 6M | +26.6% | +69.3% | -42.6% | -4.2% |
| YTD | +12.3% | +115.8% | -103.4% | -25.1% |
| 1Y | +18.0% | +79.3% | -61.3% | -14.5% |
| 3Y | +47.0% | +262.0% | -215.0% | -28.6% |
| 5Y | +48.4% | +165.7% | -117.2% | -23.3% |
| 10Y | +142.4% | +158.9% | -16.5% | -0.2% |
| All | +800.4% | +522.3% | +278.1% | +47.1% |
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