+47.9%
ZM vs PRU
+70.8%
-22.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +2.0% |
| 7D | -0.3% | +3.2% | -3.5% | -0.3% |
| 30D | -6.2% | +7.9% | -14.1% | -6.3% |
| 3M | -12.2% | +1.8% | -14.0% | -12.3% |
| 6M | -16.0% | +24.1% | -40.2% | -16.2% |
| YTD | +6.3% | +12.4% | -6.1% | +6.0% |
| 1Y | +12.3% | +20.9% | -8.6% | +12.0% |
| 3Y | +51.2% | +55.5% | -4.3% | +53.5% |
| 5Y | -64.5% | +42.7% | -107.2% | -64.5% |
| All | +47.9% | +70.8% | -22.9% | +132.8% |
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