-62.8%
QS vs PRU
+139.7%
-202.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.8% |
| 7D | -14.0% | +3.6% | -17.6% | -16.1% |
| 30D | -6.4% | +8.9% | -15.2% | -11.7% |
| 3M | -40.3% | +0.2% | -40.4% | -40.3% |
| 6M | -57.5% | +23.7% | -81.2% | -63.7% |
| YTD | -64.7% | +13.7% | -78.4% | -68.1% |
| 1Y | -72.9% | +20.6% | -93.5% | -76.6% |
| 3Y | -33.5% | +56.3% | -89.8% | -53.8% |
| 5Y | -90.5% | +42.3% | -132.9% | -92.9% |
| All | -62.8% | +139.7% | -202.6% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling