-31.6%
ZS vs PRU
+27.9%
-59.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.6% | -6.9% | -2.6% |
| 7D | -12.3% | +9.8% | -22.0% | -15.3% |
| 30D | +11.2% | +11.6% | -0.4% | +6.3% |
| 3M | +37.5% | +3.7% | +33.8% | +36.2% |
| 6M | +57.8% | +33.0% | +24.9% | +39.9% |
| YTD | -0.2% | +16.6% | -16.8% | -9.5% |
| 1Y | -31.6% | +26.9% | -58.6% | -41.5% |
| All | -31.6% | +27.9% | -59.5% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling