+811.7%
PRU vs ZBRA
+1,271.6%
-459.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.1% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | +8.9% | -14.0% | +22.9% | +15.8% |
| 3M | +0.2% | -14.7% | +14.8% | +6.6% |
| 6M | +23.7% | +31.3% | -7.6% | +5.4% |
| YTD | +13.7% | +33.4% | -19.7% | -5.5% |
| 1Y | +20.6% | +34.1% | -13.5% | -0.1% |
| 3Y | +56.3% | +59.9% | -3.6% | +11.7% |
| 5Y | +42.3% | -45.3% | +87.6% | +58.5% |
| 10Y | +99.3% | +384.4% | -285.2% | -32.4% |
| All | +811.7% | +1,271.6% | -459.9% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling