+176.1%
QLD vs PRU
+47.2%
+128.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.0% |
| 7D | +0.6% | +1.9% | -1.3% | -0.8% |
| 30D | -0.1% | +2.7% | -2.9% | -2.2% |
| 3M | -8.4% | +19.5% | -27.8% | -20.6% |
| 6M | +32.2% | +26.6% | +5.6% | +8.9% |
| YTD | +28.9% | +12.3% | +16.6% | +16.5% |
| 1Y | +43.8% | +18.0% | +25.8% | +24.0% |
| All | +176.1% | +47.2% | +128.9% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling