+834.6%
QCOM vs PRU
+809.8%
+24.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.3% | -6.2% | -8.4% |
| 7D | -15.5% | +4.8% | -20.2% | -16.6% |
| 30D | -13.4% | +7.9% | -21.3% | -15.5% |
| 3M | 0.0% | +3.1% | -3.0% | -1.0% |
| 6M | -15.2% | +25.2% | -40.4% | -21.5% |
| YTD | -6.9% | +12.7% | -19.7% | -10.8% |
| 1Y | -11.0% | +23.5% | -34.4% | -17.1% |
| 3Y | +39.8% | +50.6% | -10.8% | +21.8% |
| 5Y | +7.2% | +40.9% | -33.7% | -4.6% |
| 10Y | +207.7% | +125.5% | +82.2% | +125.3% |
| All | +834.6% | +809.8% | +24.7% | +171.3% |
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