+48.5%
PRU vs Z
-64.8%
+113.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.7% |
| 7D | +1.9% | -3.0% | +4.9% | +2.3% |
| 30D | +2.7% | -4.2% | +6.9% | +3.1% |
| 3M | +19.5% | -3.7% | +23.2% | +19.6% |
| 6M | +26.6% | -24.5% | +51.2% | +30.7% |
| YTD | +12.3% | -49.3% | +61.6% | +21.9% |
| 1Y | +18.0% | -58.7% | +76.7% | +31.2% |
| 3Y | +47.0% | -34.1% | +81.2% | +50.5% |
| All | +48.5% | -64.8% | +113.3% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling