-43.6%
ZS vs PRU
+36.1%
-79.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.4% | -1.5% |
| 7D | -16.9% | +2.4% | -19.3% | -18.1% |
| 30D | -7.4% | +6.1% | -13.6% | -11.0% |
| 3M | +21.6% | -0.7% | +22.3% | +21.6% |
| 6M | +42.4% | +22.1% | +20.3% | +25.6% |
| YTD | -12.1% | +9.8% | -21.9% | -17.7% |
| 1Y | -37.8% | +19.4% | -57.2% | -44.8% |
| 3Y | +20.9% | +50.4% | -29.5% | -10.5% |
| All | -43.6% | +36.1% | -79.7% | -55.3% |
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