+97.7%
PRU vs QSR
+137.6%
-39.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.6% | -2.9% | +6.5% | +5.2% |
| 30D | +8.9% | +4.1% | +4.7% | +6.6% |
| 3M | +0.2% | -0.7% | +0.8% | +0.3% |
| 6M | +23.7% | +0.4% | +23.3% | +22.6% |
| YTD | +13.7% | +13.5% | +0.2% | +4.5% |
| 1Y | +20.6% | +11.0% | +9.6% | +12.1% |
| 3Y | +56.3% | +22.0% | +34.3% | +33.7% |
| 5Y | +42.3% | +57.1% | -14.7% | +2.5% |
| All | +97.7% | +137.6% | -39.9% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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