-48.6%
ZTS vs PRU
+55.3%
-103.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.0% | 0.0% | +1.1% | +1.1% |
| 30D | +12.4% | +7.9% | +4.5% | +9.8% |
| 3M | +13.6% | +0.9% | +12.7% | +13.3% |
| 6M | +9.3% | +22.4% | -13.0% | +2.4% |
| YTD | -32.6% | +12.7% | -45.3% | -35.5% |
| 1Y | -30.0% | +19.6% | -49.6% | -34.3% |
| All | -48.6% | +55.3% | -103.9% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling