+414.5%
ZS vs PRU
+69.6%
+344.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.2% |
| 7D | -7.8% | +1.9% | -9.7% | -8.3% |
| 30D | +5.0% | +2.7% | +2.3% | +4.3% |
| 3M | +25.5% | +19.5% | +6.1% | +19.3% |
| 6M | +8.7% | +26.6% | -17.9% | +1.4% |
| YTD | -24.5% | +12.3% | -36.8% | -27.1% |
| 1Y | -36.7% | +18.0% | -54.7% | -39.8% |
| 3Y | +7.2% | +47.0% | -39.8% | -3.5% |
| 5Y | -40.9% | +48.4% | -89.3% | -46.9% |
| All | +414.5% | +69.6% | +344.9% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling