+69.8%
QQQ vs PRU
+36.1%
+33.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.5% |
| 7D | -5.0% | +2.4% | -7.4% | -6.0% |
| 30D | -13.4% | +6.1% | -19.5% | -15.8% |
| 3M | -8.1% | -0.7% | -7.4% | -8.1% |
| 6M | -5.5% | +22.1% | -27.6% | -14.3% |
| YTD | +7.2% | +9.8% | -2.6% | +1.6% |
| 1Y | +7.8% | +19.4% | -11.6% | -2.0% |
| 3Y | +80.7% | +50.4% | +30.4% | +42.0% |
| All | +69.8% | +36.1% | +33.7% | +40.4% |
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 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