-43.5%
QS vs PRU
+131.6%
-175.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +3.5% |
| 7D | +2.2% | +1.9% | +0.3% | +0.7% |
| 30D | -8.1% | -0.4% | -7.6% | -8.0% |
| 3M | -27.0% | +16.4% | -43.5% | -35.1% |
| 6M | -16.4% | +26.0% | -42.5% | -30.0% |
| YTD | -46.4% | +9.9% | -56.3% | -50.5% |
| 1Y | -41.1% | +18.8% | -59.9% | -48.6% |
| 3Y | -18.6% | +45.4% | -64.0% | -40.4% |
| 5Y | -73.0% | +45.6% | -118.6% | -79.7% |
| All | -43.5% | +131.6% | -175.2% | -62.7% |
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