+1,315.8%
QLD vs PRU
+121.2%
+1,194.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.3% | -9.4% | -10.3% |
| 7D | -18.6% | +4.8% | -23.3% | -21.2% |
| 30D | -28.3% | +7.9% | -36.1% | -32.3% |
| 3M | -20.4% | +3.1% | -23.5% | -22.5% |
| 6M | -14.3% | +25.2% | -39.5% | -28.2% |
| YTD | +2.8% | +12.7% | -10.0% | -7.6% |
| 1Y | -1.2% | +23.5% | -24.7% | -17.1% |
| 3Y | +135.3% | +50.6% | +84.7% | +70.1% |
| 5Y | +62.6% | +40.9% | +21.7% | +25.9% |
| All | +1,315.8% | +121.2% | +1,194.6% | +816.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling