-21.3%
QS vs PRU
+50.2%
-71.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.2% |
| 7D | -2.3% | +1.9% | -4.2% | -3.6% |
| 30D | -0.7% | +2.7% | -3.4% | -2.7% |
| 3M | -39.6% | +19.5% | -59.1% | -47.1% |
| 6M | -21.7% | +26.6% | -48.4% | -34.2% |
| YTD | -47.4% | +12.3% | -59.7% | -52.1% |
| 1Y | -28.4% | +18.0% | -46.4% | -37.2% |
| All | -21.3% | +50.2% | -71.5% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling