+41.0%
PRU vs Z
-54.7%
+95.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | 0.0% | -4.9% | +4.9% | +0.7% |
| 30D | +7.9% | +3.0% | +5.0% | +7.3% |
| 3M | +0.9% | -13.4% | +14.3% | +2.7% |
| 6M | +22.4% | -27.3% | +49.7% | +27.4% |
| YTD | +12.7% | -57.8% | +70.5% | +26.8% |
| 1Y | +19.6% | -60.0% | +79.6% | +35.5% |
| 3Y | +54.0% | -21.5% | +75.5% | +52.9% |
| 5Y | +41.0% | -55.0% | +96.0% | +42.9% |
| All | +41.0% | -54.7% | +95.8% | +42.9% |
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