+49.2%
PRU vs SOXQ
+283.8%
-234.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.3% | -1.8% |
| 7D | +1.9% | +2.3% | -0.5% | +1.2% |
| 30D | +2.7% | -2.3% | +5.0% | +3.1% |
| 3M | +19.5% | -13.8% | +33.2% | +22.0% |
| 6M | +26.6% | +48.6% | -22.0% | +8.8% |
| YTD | +12.3% | +66.0% | -53.7% | -7.0% |
| 1Y | +18.0% | +107.9% | -89.8% | -9.8% |
| 3Y | +47.0% | +224.1% | -177.1% | -8.3% |
| 5Y | +48.4% | +256.6% | -208.2% | -15.4% |
| All | +49.2% | +283.8% | -234.6% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling