-1.2%
QLD vs PRU
+22.3%
-23.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.3% | -9.4% | -11.6% |
| 7D | -18.6% | +4.8% | -23.3% | -19.3% |
| 30D | -28.3% | +7.9% | -36.1% | -29.7% |
| 3M | -20.4% | +3.1% | -23.5% | -20.7% |
| 6M | -14.3% | +25.2% | -39.5% | -21.8% |
| YTD | +2.8% | +12.7% | -10.0% | -4.3% |
| 1Y | -1.2% | +23.5% | -24.7% | -10.9% |
| All | -1.2% | +22.3% | -23.6% | -10.9% |
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