+8,329.0%
QLD vs PRU
+244.3%
+8,084.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | -1.8% |
| 7D | -9.4% | +9.8% | -19.1% | -14.1% |
| 30D | -17.1% | +11.6% | -28.6% | -22.3% |
| 3M | -10.4% | +3.7% | -14.1% | -12.7% |
| 6M | +0.7% | +33.0% | -32.2% | -15.1% |
| YTD | +17.7% | +16.6% | +1.2% | +6.5% |
| 1Y | +14.7% | +26.9% | -12.3% | -1.2% |
| 3Y | +169.6% | +55.7% | +113.9% | +108.3% |
| 5Y | +86.7% | +44.5% | +42.1% | +53.7% |
| 10Y | +1,600.8% | +133.1% | +1,467.6% | +939.0% |
| All | +8,329.0% | +244.3% | +8,084.6% | +3,691.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling