+77.0%
ZTS vs PRU
+115.4%
-38.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.9% |
| 7D | -1.0% | +3.2% | -4.2% | -1.9% |
| 30D | +10.8% | +7.9% | +2.9% | +8.3% |
| 3M | +14.1% | +1.8% | +12.3% | +13.5% |
| 6M | +0.8% | +24.1% | -23.4% | -6.0% |
| YTD | -33.1% | +12.4% | -45.5% | -35.7% |
| 1Y | -30.0% | +20.9% | -50.9% | -34.3% |
| 3Y | -49.5% | +55.5% | -105.0% | -57.0% |
| 5Y | -60.2% | +42.7% | -102.9% | -65.6% |
| 10Y | +77.0% | +106.1% | -29.1% | +24.1% |
| All | +77.0% | +115.4% | -38.4% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling