+45.6%
PRU vs QID
-80.7%
+126.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.1% |
| 7D | +1.9% | -2.7% | +4.7% | +1.2% |
| 30D | -0.4% | +1.8% | -2.2% | +0.1% |
| 3M | +16.4% | -2.2% | +18.6% | +16.4% |
| 6M | +26.0% | -32.1% | +58.2% | +13.9% |
| YTD | +9.9% | -28.6% | +38.5% | +1.3% |
| 1Y | +18.8% | -36.3% | +55.1% | +6.2% |
| 3Y | +45.4% | -74.4% | +119.8% | +6.3% |
| 5Y | +45.6% | -80.8% | +126.3% | +5.8% |
| All | +45.6% | -80.7% | +126.2% | +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