+51.0%
PRU vs SOXQ
+231.9%
-180.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.7% |
| 7D | +3.6% | +8.2% | -4.6% | +1.6% |
| 30D | +8.9% | -13.2% | +22.0% | +11.9% |
| 3M | +0.2% | -18.5% | +18.7% | +4.2% |
| 6M | +23.7% | -15.4% | +39.2% | +24.7% |
| YTD | +13.7% | +43.6% | -29.8% | -3.4% |
| 1Y | +20.6% | +49.2% | -28.6% | +1.0% |
| 3Y | +56.3% | +190.2% | -133.9% | -1.1% |
| 5Y | +42.3% | +178.2% | -135.9% | -14.0% |
| All | +51.0% | +231.9% | -180.9% | -12.1% |
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