+67.2%
QLD vs PRU
+36.1%
+31.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +4.8% |
| 7D | -10.3% | +2.4% | -12.7% | -12.1% |
| 30D | -26.1% | +6.1% | -32.2% | -30.1% |
| 3M | -17.8% | -0.7% | -17.0% | -17.8% |
| 6M | -15.6% | +22.1% | -37.6% | -30.8% |
| YTD | +5.4% | +9.8% | -4.4% | -5.6% |
| 1Y | +5.2% | +19.4% | -14.1% | -13.2% |
| 3Y | +139.4% | +50.4% | +89.1% | +50.3% |
| All | +67.2% | +36.1% | +31.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling