+252.6%
ZETA vs PRU
+46.5%
+206.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.3% |
| 7D | +2.7% | +1.9% | +0.8% | +1.1% |
| 30D | +15.8% | +2.7% | +13.1% | +13.2% |
| 3M | +35.4% | +19.5% | +16.0% | +16.5% |
| 6M | +67.1% | +26.6% | +40.5% | +36.9% |
| YTD | +54.1% | +12.3% | +41.7% | +39.5% |
| 1Y | +67.8% | +18.0% | +49.8% | +46.0% |
| 3Y | +311.4% | +47.0% | +264.4% | +201.9% |
| 5Y | +324.8% | +48.4% | +276.4% | +214.4% |
| All | +252.6% | +46.5% | +206.1% | +161.7% |
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 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