+134.7%
PRU vs ZBRA
+425.5%
-290.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.8% | -3.8% | -0.1% | -2.5% |
| 30D | -2.0% | -10.2% | +8.2% | +1.8% |
| 3M | +14.0% | +58.7% | -44.7% | -5.8% |
| 6M | +27.2% | +61.9% | -34.7% | +3.2% |
| YTD | +9.1% | +41.7% | -32.6% | -7.7% |
| 1Y | +18.1% | +12.4% | +5.7% | +8.4% |
| 3Y | +44.3% | +34.2% | +10.1% | +17.8% |
| 5Y | +45.7% | -40.8% | +86.5% | +60.0% |
| All | +134.7% | +425.5% | -290.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling