+153.5%
QQQM vs PRU
+139.7%
+13.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.5% |
| 7D | +0.4% | +1.9% | -1.5% | -0.3% |
| 30D | +0.2% | +2.7% | -2.5% | -0.7% |
| 3M | -2.8% | +19.5% | -22.3% | -8.7% |
| 6M | +18.1% | +26.6% | -8.6% | +8.4% |
| YTD | +17.4% | +12.3% | +5.0% | +12.1% |
| 1Y | +25.7% | +18.0% | +7.6% | +17.7% |
| 3Y | +94.1% | +47.0% | +47.1% | +67.2% |
| 5Y | +94.9% | +48.4% | +46.4% | +68.1% |
| All | +153.5% | +139.7% | +13.8% | +124.5% |
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