+246.3%
ZETA vs PRU
+43.3%
+203.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | 0.0% |
| 7D | -2.4% | +1.9% | -4.4% | -3.9% |
| 30D | +15.6% | -0.4% | +16.0% | +16.0% |
| 3M | +41.5% | +16.4% | +25.1% | +24.4% |
| 6M | +63.4% | +26.0% | +37.4% | +34.4% |
| YTD | +51.3% | +9.9% | +41.4% | +39.5% |
| 1Y | +65.8% | +18.8% | +47.0% | +43.7% |
| 3Y | +279.2% | +45.4% | +233.8% | +181.2% |
| 5Y | +341.8% | +45.6% | +296.2% | +232.5% |
| All | +246.3% | +43.3% | +203.0% | +161.6% |
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