-18.9%
ZBH vs PRU
+139.4%
-158.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.0% |
| 7D | -5.2% | +1.9% | -7.1% | -6.0% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | +8.3% | +16.4% | -8.2% | +1.4% |
| 6M | +0.7% | +26.0% | -25.4% | -9.0% |
| YTD | +5.3% | +9.9% | -4.6% | +0.7% |
| 1Y | -9.1% | +18.8% | -27.8% | -15.9% |
| 3Y | -19.7% | +45.4% | -65.0% | -33.5% |
| 5Y | -31.3% | +45.6% | -76.9% | -44.1% |
| 10Y | -18.9% | +139.6% | -158.6% | -51.3% |
| All | -18.9% | +139.4% | -158.3% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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