+1,860.4%
QQQ vs PRU
+785.9%
+1,074.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.2% |
| 7D | -5.0% | +2.4% | -7.4% | -5.7% |
| 30D | -13.4% | +6.1% | -19.5% | -15.0% |
| 3M | -8.1% | -0.7% | -7.4% | -8.1% |
| 6M | -5.5% | +22.1% | -27.6% | -11.3% |
| YTD | +7.2% | +9.8% | -2.6% | +3.5% |
| 1Y | +7.8% | +19.4% | -11.6% | +1.5% |
| 3Y | +80.7% | +50.4% | +30.4% | +57.8% |
| 5Y | +69.6% | +37.2% | +32.4% | +51.2% |
| 10Y | +517.8% | +119.5% | +398.2% | +351.8% |
| All | +1,860.4% | +785.9% | +1,074.5% | +499.5% |
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