+142.9%
QQQM vs PRU
+140.5%
+2.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -7.4% | +7.9% | -15.4% | -9.9% |
| 3M | -4.8% | +0.9% | -5.7% | -5.3% |
| 6M | -2.4% | +22.4% | -24.8% | -9.3% |
| YTD | +12.4% | +12.7% | -0.2% | +7.1% |
| 1Y | +11.4% | +19.6% | -8.2% | +3.8% |
| 3Y | +85.4% | +54.0% | +31.4% | +57.2% |
| 5Y | +80.3% | +41.0% | +39.3% | +55.4% |
| All | +142.9% | +140.5% | +2.4% | +114.5% |
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