+37.0%
PRU vs QID
-74.8%
+111.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -3.3% |
| 7D | +2.4% | +9.4% | -7.0% | +5.1% |
| 30D | +6.1% | +31.2% | -25.1% | +14.5% |
| 3M | -0.7% | +17.4% | -18.2% | +4.1% |
| 6M | +22.1% | +8.4% | +13.6% | +25.9% |
| YTD | +9.8% | -15.8% | +25.6% | +6.1% |
| 1Y | +19.4% | -16.3% | +35.7% | +15.4% |
| 3Y | +50.4% | -70.4% | +120.8% | +14.2% |
| All | +37.0% | -74.8% | +111.8% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling