+14.1%
QCOM vs PRU
+42.1%
-28.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -3.2% |
| 7D | +4.3% | +3.6% | +0.7% | +2.0% |
| 30D | -0.1% | +8.9% | -9.0% | -5.3% |
| 3M | +5.2% | +0.2% | +5.0% | +4.8% |
| 6M | -18.4% | +23.7% | -42.1% | -29.2% |
| YTD | +2.4% | +13.7% | -11.3% | -6.6% |
| 1Y | +0.9% | +20.6% | -19.7% | -11.4% |
| 3Y | +48.4% | +56.3% | -7.9% | +6.9% |
| All | +14.1% | +42.1% | -28.0% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling