-44.3%
ZS vs PRU
+42.1%
-86.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -2.6% | +3.6% | -6.2% | -4.7% |
| 30D | -12.8% | +8.9% | -21.7% | -17.4% |
| 3M | +2.3% | +0.2% | +2.1% | +1.7% |
| 6M | +26.3% | +23.7% | +2.5% | +10.6% |
| YTD | -14.4% | +13.7% | -28.2% | -21.5% |
| 1Y | -37.6% | +20.6% | -58.3% | -44.9% |
| 3Y | +8.0% | +56.3% | -48.3% | -21.9% |
| All | -44.3% | +42.1% | -86.4% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling