+43.5%
PRU vs ZBRA
-40.4%
+83.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | -1.9% | -1.8% | -0.1% | -1.4% |
| 30D | -2.6% | -8.8% | +6.2% | -0.2% |
| 3M | +14.7% | +47.2% | -32.5% | +1.2% |
| 6M | +25.7% | +61.3% | -35.6% | +7.2% |
| YTD | +8.3% | +42.0% | -33.8% | -4.6% |
| 1Y | +17.3% | +10.5% | +6.9% | +11.0% |
| 3Y | +43.2% | +34.5% | +8.7% | +23.4% |
| 5Y | +43.5% | -40.3% | +83.8% | +52.1% |
| All | +43.5% | -40.4% | +83.9% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling