+45.6%
PRU vs ZCMD
-100.0%
+145.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | -0.4% | -21.6% | +21.1% | -0.3% |
| 3M | +16.4% | -67.4% | +83.8% | +15.9% |
| 6M | +26.0% | -99.4% | +125.5% | +29.4% |
| YTD | +9.9% | -99.7% | +109.7% | +13.9% |
| 1Y | +18.8% | -99.9% | +118.7% | +23.8% |
| 3Y | +45.4% | -100.0% | +145.3% | +55.2% |
| 5Y | +45.6% | -100.0% | +145.6% | +50.7% |
| All | +45.6% | -100.0% | +145.6% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling