+14.7%
QLD vs PRU
+27.9%
-13.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | +0.1% |
| 7D | -9.4% | +9.8% | -19.1% | -11.7% |
| 30D | -17.1% | +11.6% | -28.6% | -19.7% |
| 3M | -10.4% | +3.7% | -14.1% | -11.1% |
| 6M | +0.7% | +33.0% | -32.2% | -10.5% |
| YTD | +17.7% | +16.6% | +1.2% | +8.3% |
| 1Y | +14.7% | +26.9% | -12.3% | +2.8% |
| All | +14.7% | +27.9% | -13.2% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling