-60.8%
QS vs PRU
+137.5%
-198.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.5% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -5.8% | +7.9% | -13.8% | -10.6% |
| 3M | -39.2% | +0.9% | -40.1% | -39.5% |
| 6M | -53.9% | +22.4% | -76.3% | -60.3% |
| YTD | -62.8% | +12.7% | -75.5% | -66.1% |
| 1Y | -73.5% | +19.6% | -93.1% | -77.0% |
| 3Y | -29.1% | +54.0% | -83.1% | -50.2% |
| 5Y | -90.0% | +41.0% | -131.0% | -92.4% |
| All | -60.8% | +137.5% | -198.3% | -74.5% |
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 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