+45.7%
PRU vs SOXQ
+251.3%
-205.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.4% |
| 7D | -3.8% | +2.3% | -6.2% | -4.4% |
| 30D | -2.0% | -3.9% | +1.9% | -1.2% |
| 3M | +14.0% | -4.7% | +18.7% | +13.4% |
| 6M | +27.2% | +47.9% | -20.6% | +9.2% |
| YTD | +9.1% | +64.3% | -55.2% | -9.7% |
| 1Y | +18.1% | +95.7% | -77.6% | -8.3% |
| 3Y | +44.3% | +231.5% | -187.3% | -11.6% |
| 5Y | +45.7% | +255.0% | -209.3% | -18.6% |
| All | +45.7% | +251.3% | -205.6% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling