-72.7%
QS vs PRU
+22.1%
-94.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.3% |
| 7D | +8.0% | +3.8% | +4.2% | +5.8% |
| 30D | -2.8% | +9.0% | -11.9% | -7.2% |
| 3M | -28.1% | +2.1% | -30.3% | -29.3% |
| 6M | -41.0% | +25.4% | -66.4% | -48.2% |
| YTD | -57.3% | +13.5% | -70.8% | -62.7% |
| 1Y | -72.7% | +21.3% | -94.0% | -76.2% |
| All | -72.7% | +22.1% | -94.7% | -76.2% |
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