+134.6%
PRU vs QID
-99.1%
+233.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.3% |
| 7D | -1.9% | -1.9% | 0.0% | -2.5% |
| 30D | -2.6% | +1.7% | -4.3% | -1.9% |
| 3M | +14.7% | -3.9% | +18.6% | +13.8% |
| 6M | +25.7% | -30.0% | +55.7% | +11.7% |
| YTD | +8.3% | -28.2% | +36.5% | -2.4% |
| 1Y | +17.3% | -35.6% | +53.0% | +2.0% |
| 3Y | +43.2% | -74.3% | +117.5% | -4.9% |
| 5Y | +43.5% | -80.8% | +124.3% | -2.4% |
| 10Y | +134.6% | -99.2% | +233.7% | -42.0% |
| All | +134.6% | -99.1% | +233.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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