+55.1%
PRU vs ZCMD
-100.0%
+155.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.0% |
| 7D | +3.8% | -3.0% | +6.8% | +3.8% |
| 30D | +9.0% | -39.5% | +48.5% | +9.2% |
| 3M | +2.1% | -57.8% | +59.9% | +2.4% |
| 6M | +25.4% | -99.7% | +125.1% | +28.3% |
| YTD | +13.5% | -99.9% | +113.4% | +16.9% |
| 1Y | +21.3% | -99.9% | +121.2% | +25.1% |
| 3Y | +55.1% | -100.0% | +155.1% | +61.6% |
| All | +55.1% | -100.0% | +155.1% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling