+5.5%
ZS vs PRU
+50.2%
-44.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.0% |
| 7D | -7.8% | +1.9% | -9.7% | -8.8% |
| 30D | +5.0% | +2.7% | +2.3% | +3.5% |
| 3M | +25.5% | +19.5% | +6.1% | +13.7% |
| 6M | +8.7% | +26.6% | -17.9% | -5.1% |
| YTD | -24.5% | +12.3% | -36.8% | -29.5% |
| 1Y | -36.7% | +18.0% | -54.7% | -42.7% |
| All | +5.5% | +50.2% | -44.8% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling