+906.0%
QCOM vs PRU
+806.6%
+99.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +3.3% | +1.9% | +1.5% | +2.7% |
| 30D | +7.7% | +2.7% | +5.0% | +6.7% |
| 3M | -30.1% | +19.5% | -49.5% | -34.2% |
| 6M | +22.8% | +26.6% | -3.8% | +13.4% |
| YTD | +0.2% | +12.3% | -12.1% | -3.9% |
| 1Y | +7.9% | +18.0% | -10.2% | +1.8% |
| 3Y | +55.8% | +47.0% | +8.8% | +36.8% |
| 5Y | +30.1% | +48.4% | -18.4% | +13.7% |
| 10Y | +248.9% | +142.4% | +106.4% | +150.0% |
| All | +906.0% | +806.6% | +99.5% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling