+101.9%
PRU vs ZCMD
-100.0%
+201.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -0.9% |
| 7D | +1.9% | -8.0% | +9.9% | +1.9% |
| 30D | +2.7% | -27.9% | +30.6% | +3.0% |
| 3M | +19.5% | -74.6% | +94.0% | +19.0% |
| 6M | +26.6% | -99.5% | +126.1% | +32.2% |
| YTD | +12.3% | -99.7% | +112.1% | +18.9% |
| 1Y | +18.0% | -99.9% | +117.9% | +26.4% |
| 3Y | +47.0% | -100.0% | +147.0% | +64.4% |
| 5Y | +48.4% | -100.0% | +148.4% | +66.1% |
| All | +101.9% | -100.0% | +201.9% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling