+47.0%
QCOM vs PRU
+46.4%
+0.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.2% | +7.0% |
| 7D | +0.4% | +2.4% | -2.0% | -0.9% |
| 30D | -6.6% | +6.1% | -12.7% | -9.7% |
| 3M | +3.7% | -0.7% | +4.4% | +3.9% |
| 6M | -13.3% | +22.1% | -35.4% | -23.7% |
| YTD | -1.8% | +9.8% | -11.6% | -8.0% |
| 1Y | -2.5% | +19.4% | -21.9% | -13.2% |
| 3Y | +47.0% | +50.4% | -3.4% | +9.5% |
| All | +47.0% | +46.4% | +0.5% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling