+291.9%
ZETA vs PRU
+47.2%
+244.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.2% |
| 7D | +2.7% | +1.9% | +0.8% | +1.0% |
| 30D | +15.8% | +2.7% | +13.1% | +13.0% |
| 3M | +35.4% | +19.5% | +16.0% | +14.9% |
| 6M | +67.1% | +26.6% | +40.5% | +34.2% |
| YTD | +54.1% | +12.3% | +41.7% | +38.2% |
| 1Y | +67.8% | +18.0% | +49.8% | +43.9% |
| All | +291.9% | +47.2% | +244.7% | +172.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling