+390.7%
ZS vs PRU
+65.9%
+324.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -4.0% |
| 7D | -9.2% | +1.9% | -11.1% | -9.7% |
| 30D | -4.0% | -0.4% | -3.6% | -3.8% |
| 3M | +25.3% | +16.4% | +8.9% | +20.0% |
| 6M | -1.3% | +26.0% | -27.3% | -7.7% |
| YTD | -28.0% | +9.9% | -37.9% | -30.0% |
| 1Y | -42.5% | +18.8% | -61.3% | -45.4% |
| 3Y | +0.7% | +45.3% | -44.6% | -8.9% |
| 5Y | -42.3% | +45.6% | -87.9% | -47.8% |
| All | +390.7% | +65.9% | +324.8% | +365.9% |
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