+96.1%
PRU vs ZCMD
-100.0%
+196.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.8% |
| 7D | -3.8% | -2.0% | -1.8% | -3.8% |
| 30D | -2.0% | -19.8% | +17.8% | -1.9% |
| 3M | +14.0% | -62.1% | +76.0% | +12.9% |
| 6M | +27.2% | -99.5% | +126.7% | +33.1% |
| YTD | +9.1% | -99.7% | +108.8% | +15.4% |
| 1Y | +18.1% | -99.9% | +118.0% | +26.5% |
| 3Y | +44.3% | -100.0% | +144.2% | +61.3% |
| 5Y | +45.7% | -100.0% | +145.7% | +62.7% |
| All | +96.1% | -100.0% | +196.1% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling