+542.4%
QQQ vs PRU
+97.4%
+445.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +6.4% | 0.0% | +6.4% | +6.3% |
| 30D | -7.5% | +7.9% | -15.4% | -10.1% |
| 3M | -4.8% | +0.9% | -5.7% | -5.4% |
| 6M | -2.5% | +22.4% | -24.8% | -10.0% |
| YTD | +12.4% | +12.7% | -0.3% | +6.6% |
| 1Y | +11.3% | +19.6% | -8.3% | +3.1% |
| 3Y | +85.0% | +54.0% | +31.0% | +54.2% |
| 5Y | +79.6% | +41.0% | +38.6% | +53.2% |
| All | +542.4% | +97.4% | +445.0% | +369.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling