+12.3%
QQQ vs PRU
+27.9%
-15.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | +0.1% |
| 7D | -4.6% | +9.8% | -14.4% | -5.9% |
| 30D | -8.5% | +11.6% | -20.1% | -9.9% |
| 3M | -4.3% | +3.7% | -8.0% | -4.6% |
| 6M | +3.1% | +33.0% | -29.9% | -2.8% |
| YTD | +13.0% | +16.6% | -3.6% | +8.4% |
| 1Y | +12.3% | +26.9% | -14.7% | +6.2% |
| All | +12.3% | +27.9% | -15.6% | +6.2% |
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