+102.6%
PRU vs ZCMD
-100.0%
+202.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | 0.0% | -2.9% | +2.9% | 0.0% |
| 30D | +7.9% | -28.5% | +36.4% | +8.2% |
| 3M | +0.9% | -56.5% | +57.4% | +1.5% |
| 6M | +22.4% | -99.7% | +122.0% | +28.2% |
| YTD | +12.7% | -99.9% | +112.6% | +19.8% |
| 1Y | +19.6% | -99.9% | +119.5% | +27.8% |
| 3Y | +54.0% | -100.0% | +154.0% | +72.1% |
| 5Y | +41.0% | -100.0% | +141.0% | +59.3% |
| All | +102.6% | -100.0% | +202.6% | +151.5% |
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