+94.4%
QQQ vs PRU
+45.5%
+48.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.9% |
| 7D | +1.5% | +1.9% | -0.4% | +0.6% |
| 30D | -0.6% | -0.4% | -0.2% | -0.5% |
| 3M | +0.4% | +16.4% | -16.0% | -6.5% |
| 6M | +20.1% | +26.0% | -6.0% | +7.4% |
| YTD | +17.2% | +9.9% | +7.3% | +11.4% |
| 1Y | +24.7% | +18.8% | +5.9% | +13.9% |
| 3Y | +96.2% | +45.4% | +50.8% | +57.9% |
| 5Y | +94.4% | +45.6% | +48.8% | +56.4% |
| All | +94.4% | +45.5% | +48.9% | +56.4% |
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