+19.3%
ZBH vs PRU
+115.4%
-96.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.6% |
| 7D | +11.3% | +3.2% | +8.1% | +10.0% |
| 30D | +21.5% | +7.9% | +13.6% | +17.9% |
| 3M | +12.5% | +1.8% | +10.7% | +11.8% |
| 6M | +32.3% | +24.1% | +8.1% | +20.7% |
| YTD | +21.4% | +12.4% | +9.1% | +15.1% |
| 1Y | +23.7% | +20.9% | +2.8% | +13.7% |
| 3Y | +7.0% | +55.5% | -48.4% | -13.7% |
| 5Y | -13.2% | +42.7% | -55.9% | -28.7% |
| 10Y | +19.3% | +106.1% | -86.8% | -19.2% |
| All | +19.3% | +115.4% | -96.1% | -19.2% |
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