+21.4%
PRU vs QID
-22.5%
+43.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.7% |
| 7D | -2.8% | -1.1% | -1.7% | -2.8% |
| 30D | +8.5% | +14.4% | -5.9% | +10.2% |
| 3M | +1.7% | +6.7% | -4.9% | +2.6% |
| 6M | +24.8% | +2.6% | +22.2% | +24.9% |
| YTD | +13.3% | -24.2% | +37.5% | +5.4% |
| 1Y | +21.4% | -22.3% | +43.7% | +13.6% |
| All | +21.4% | -22.5% | +43.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling