+45.8%
PRU vs SOXQ
+286.7%
-240.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.2% |
| 7D | -2.3% | +0.8% | -3.0% | -2.5% |
| 30D | -1.7% | -4.6% | +2.8% | -0.7% |
| 3M | +13.2% | -10.2% | +23.4% | +14.8% |
| 6M | +28.8% | +49.7% | -20.9% | +10.4% |
| YTD | +9.8% | +67.2% | -57.5% | -9.3% |
| 1Y | +17.4% | +98.0% | -80.7% | -8.9% |
| 3Y | +44.9% | +237.2% | -192.2% | -10.9% |
| 5Y | +46.6% | +261.3% | -214.7% | -16.6% |
| All | +45.8% | +286.7% | -240.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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