+120.7%
PRU vs Z
+6.9%
+113.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.2% |
| 7D | +2.4% | -4.6% | +7.0% | +3.1% |
| 30D | +6.1% | +8.3% | -2.2% | +4.5% |
| 3M | -0.7% | -11.6% | +10.9% | +0.8% |
| 6M | +22.1% | -33.6% | +55.7% | +29.5% |
| YTD | +9.8% | -56.7% | +66.5% | +24.3% |
| 1Y | +19.4% | -59.1% | +78.5% | +36.2% |
| 3Y | +50.4% | -20.4% | +70.7% | +48.4% |
| 5Y | +37.2% | -55.3% | +92.4% | +42.9% |
| 10Y | +119.5% | -14.2% | +133.7% | +64.7% |
| All | +120.7% | +6.9% | +113.9% | +55.7% |
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