+503.2%
ZS vs PRU
+69.6%
+433.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | 0.0% |
| 7D | -11.1% | +3.2% | -14.2% | -11.8% |
| 30D | -14.8% | +7.9% | -22.8% | -16.8% |
| 3M | +18.0% | +1.8% | +16.2% | +17.2% |
| 6M | +30.8% | +24.1% | +6.7% | +22.9% |
| YTD | -11.5% | +12.4% | -23.9% | -14.7% |
| 1Y | -37.8% | +20.9% | -58.7% | -41.3% |
| 3Y | +16.6% | +55.5% | -38.9% | +3.4% |
| 5Y | -43.6% | +42.7% | -86.2% | -49.1% |
| All | +503.2% | +69.6% | +433.5% | +468.0% |
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