+127.4%
PRU vs QSR
+218.5%
-91.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +1.9% | +2.4% | -0.6% | +0.7% |
| 30D | +2.7% | +7.6% | -4.9% | -1.1% |
| 3M | +19.5% | +12.6% | +6.8% | +12.1% |
| 6M | +26.6% | +14.4% | +12.3% | +17.3% |
| YTD | +12.3% | +19.6% | -7.3% | +1.2% |
| 1Y | +18.0% | +33.9% | -15.8% | 0.0% |
| 3Y | +47.0% | +27.1% | +19.9% | +24.6% |
| 5Y | +48.4% | +48.5% | -0.1% | +13.7% |
| 10Y | +142.4% | +126.2% | +16.2% | +45.7% |
| All | +127.4% | +218.5% | -91.1% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling