+1,418.0%
QLD vs PRU
+115.4%
+1,302.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.1% |
| 7D | -1.4% | +3.2% | -4.6% | -3.5% |
| 30D | -19.6% | +7.9% | -27.5% | -24.1% |
| 3M | -14.1% | +1.8% | -15.9% | -15.7% |
| 6M | -13.6% | +24.1% | -37.8% | -27.3% |
| YTD | +12.5% | +12.4% | +0.2% | +1.4% |
| 1Y | +13.1% | +20.9% | -7.8% | -3.6% |
| 3Y | +154.7% | +55.5% | +99.2% | +79.8% |
| 5Y | +81.1% | +42.7% | +38.4% | +38.9% |
| 10Y | +1,418.0% | +106.1% | +1,311.8% | +898.8% |
| All | +1,418.0% | +115.4% | +1,302.6% | +898.8% |
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 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