+249.0%
ZETA vs PRU
+43.2%
+205.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +7.9% | +7.4% |
| 7D | -0.4% | +2.4% | -2.8% | -2.5% |
| 30D | -8.0% | +6.1% | -14.2% | -12.7% |
| 3M | +21.4% | -0.7% | +22.1% | +21.3% |
| 6M | +80.1% | +22.1% | +58.0% | +51.2% |
| YTD | +52.5% | +9.8% | +42.7% | +39.8% |
| 1Y | +58.5% | +19.4% | +39.1% | +36.0% |
| 3Y | +281.7% | +50.4% | +231.3% | +174.1% |
| 5Y | +237.3% | +37.2% | +200.1% | +161.7% |
| All | +249.0% | +43.2% | +205.9% | +162.2% |
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