-73.5%
QS vs PRU
+20.7%
-94.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -5.0% | -2.8% | -2.1% | -3.2% |
| 30D | -1.4% | +8.5% | -9.9% | -5.6% |
| 3M | -33.6% | +1.7% | -35.3% | -34.5% |
| 6M | -47.6% | +24.8% | -72.3% | -53.9% |
| YTD | -59.6% | +13.3% | -72.9% | -64.6% |
| 1Y | -73.5% | +21.4% | -94.9% | -76.8% |
| All | -73.5% | +20.7% | -94.3% | -76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling