+250.3%
QCOM vs PRU
+142.7%
+107.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +3.3% | +1.9% | +1.5% | +2.4% |
| 30D | +7.7% | +2.7% | +5.0% | +6.2% |
| 3M | -30.1% | +19.5% | -49.5% | -36.0% |
| 6M | +22.8% | +26.6% | -3.8% | +9.3% |
| YTD | +0.2% | +12.3% | -12.1% | -5.8% |
| 1Y | +7.9% | +18.0% | -10.2% | -1.0% |
| 3Y | +55.8% | +47.0% | +8.8% | +28.4% |
| 5Y | +30.1% | +48.4% | -18.4% | +6.3% |
| All | +250.3% | +142.7% | +107.7% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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