+14.1%
QLD vs PRU
+20.9%
-6.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +7.0% | +3.6% | +3.4% | +5.7% |
| 30D | -14.3% | +8.9% | -23.2% | -16.3% |
| 3M | -16.0% | +0.2% | -16.2% | -15.6% |
| 6M | -14.2% | +23.7% | -38.0% | -21.3% |
| YTD | +12.8% | +13.7% | -1.0% | +4.7% |
| 1Y | +14.1% | +20.6% | -6.6% | +3.9% |
| All | +14.1% | +20.9% | -6.9% | +3.9% |
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