+55.7%
PRU vs Z
-19.0%
+74.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -2.8% | -13.1% | +10.2% | -0.7% |
| 30D | +8.5% | +5.9% | +2.7% | +7.5% |
| 3M | +1.7% | -13.7% | +15.4% | +3.5% |
| 6M | +24.8% | -27.1% | +51.9% | +29.7% |
| YTD | +13.3% | -56.8% | +70.1% | +26.5% |
| 1Y | +21.4% | -60.2% | +81.6% | +37.0% |
| All | +55.7% | -19.0% | +74.7% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling