+18.1%
PRU vs QSR
+28.0%
-9.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -3.8% | -4.7% | +0.9% | -3.2% |
| 30D | -2.0% | +4.3% | -6.3% | -2.5% |
| 3M | +14.0% | +5.4% | +8.5% | +13.2% |
| 6M | +27.2% | +8.2% | +19.1% | +25.6% |
| YTD | +9.1% | +14.1% | -5.0% | +7.3% |
| 1Y | +18.1% | +28.1% | -10.0% | +16.7% |
| All | +18.1% | +28.0% | -9.9% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling