+125.9%
PRU vs Z
+25.1%
+100.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.6% |
| 7D | +1.9% | -3.0% | +4.9% | +2.4% |
| 30D | +2.7% | -4.2% | +6.9% | +3.2% |
| 3M | +19.5% | -3.7% | +23.2% | +19.6% |
| 6M | +26.6% | -24.5% | +51.2% | +31.7% |
| YTD | +12.3% | -49.3% | +61.6% | +24.3% |
| 1Y | +18.0% | -58.7% | +76.7% | +34.6% |
| 3Y | +47.0% | -34.1% | +81.2% | +50.3% |
| 5Y | +48.4% | -64.5% | +113.0% | +59.9% |
| 10Y | +142.4% | -0.5% | +142.9% | +77.8% |
| All | +125.9% | +25.1% | +100.8% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling