+63.4%
ZM vs PRU
+70.8%
-7.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.3% |
| 7D | +2.9% | +1.9% | +1.1% | +2.9% |
| 30D | +0.7% | +2.7% | -2.0% | +0.6% |
| 3M | -3.7% | +19.5% | -23.2% | -3.9% |
| 6M | +29.9% | +26.6% | +3.2% | +29.5% |
| YTD | +17.4% | +12.3% | +5.1% | +17.2% |
| 1Y | +22.4% | +18.0% | +4.3% | +22.1% |
| 3Y | +41.3% | +47.0% | -5.7% | +42.8% |
| 5Y | -66.0% | +48.4% | -114.5% | -65.7% |
| All | +63.4% | +70.8% | -7.4% | +157.2% |
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 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