+90.3%
ZETA vs PRU
+27.9%
+62.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.0% | -1.8% |
| 7D | -5.0% | +9.8% | -14.8% | -11.0% |
| 30D | -3.3% | +11.6% | -14.9% | -10.8% |
| 3M | +31.0% | +3.7% | +27.3% | +27.7% |
| 6M | +72.2% | +33.0% | +39.2% | +32.1% |
| YTD | +56.2% | +16.6% | +39.6% | +37.9% |
| 1Y | +90.3% | +26.9% | +63.4% | +51.7% |
| All | +90.3% | +27.9% | +62.4% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling