+800.4%
PRU vs ZBRA
+1,435.6%
-635.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.6% |
| 7D | +1.9% | +1.8% | +0.1% | +1.1% |
| 30D | +2.7% | -1.7% | +4.4% | +3.4% |
| 3M | +19.5% | +47.8% | -28.3% | -2.5% |
| 6M | +26.6% | +56.7% | -30.1% | -0.3% |
| YTD | +12.3% | +49.4% | -37.0% | -10.5% |
| 1Y | +18.0% | +16.5% | +1.5% | +4.0% |
| 3Y | +47.0% | +31.5% | +15.6% | +15.8% |
| 5Y | +48.4% | -38.6% | +87.0% | +57.4% |
| 10Y | +142.4% | +421.0% | -278.5% | -19.7% |
| All | +800.4% | +1,435.6% | -635.2% | +23.3% |
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