+314.1%
ZBH vs PRU
+806.8%
-492.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.9% |
| 7D | +11.3% | +3.2% | +8.1% | +10.5% |
| 30D | +21.5% | +7.9% | +13.6% | +19.2% |
| 3M | +12.5% | +1.8% | +10.7% | +12.1% |
| 6M | +32.3% | +24.1% | +8.1% | +24.6% |
| YTD | +21.4% | +12.4% | +9.1% | +17.3% |
| 1Y | +23.7% | +20.9% | +2.8% | +17.1% |
| 3Y | +7.0% | +55.5% | -48.4% | -6.4% |
| 5Y | -13.2% | +42.7% | -55.9% | -23.0% |
| 10Y | +19.3% | +106.1% | -86.8% | -8.1% |
| All | +314.1% | +806.8% | -492.7% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling