-49.6%
ZTS vs PRU
+19.0%
-68.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | -2.0% | +1.9% | -3.8% | -2.6% |
| 30D | +1.9% | +2.7% | -0.8% | +0.8% |
| 3M | -4.0% | +19.5% | -23.5% | -10.0% |
| 6M | -39.1% | +26.6% | -65.8% | -44.4% |
| YTD | -38.8% | +12.3% | -51.1% | -42.2% |
| 1Y | -49.6% | +18.0% | -67.6% | -53.7% |
| All | -49.6% | +19.0% | -68.6% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling