+98.4%
PRU vs Z
-14.8%
+113.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -2.8% | -13.1% | +10.2% | -0.6% |
| 30D | +8.5% | +5.9% | +2.7% | +7.2% |
| 3M | +1.7% | -13.7% | +15.4% | +3.7% |
| 6M | +24.8% | -27.1% | +51.9% | +30.3% |
| YTD | +13.3% | -56.8% | +70.1% | +28.3% |
| 1Y | +21.4% | -60.2% | +81.6% | +39.1% |
| 3Y | +54.8% | -19.7% | +74.5% | +52.4% |
| 5Y | +42.4% | -53.7% | +96.1% | +47.4% |
| 10Y | +98.4% | -16.9% | +115.3% | +47.4% |
| All | +98.4% | -14.8% | +113.2% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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