+26.9%
PRU vs ZCMD
-99.9%
+126.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.0% | +9.6% | +6.6% |
| 7D | +9.8% | -13.3% | +23.1% | +9.8% |
| 30D | +11.6% | -49.6% | +61.2% | +11.8% |
| 3M | +3.7% | -54.6% | +58.3% | +3.9% |
| 6M | +33.0% | -99.8% | +132.7% | +41.9% |
| YTD | +16.6% | -99.9% | +116.4% | +27.2% |
| 1Y | +26.9% | -99.9% | +126.9% | +43.8% |
| All | +26.9% | -99.9% | +126.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling