-59.3%
ZTS vs PRU
+41.9%
-101.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.6% |
| 3M | +13.6% | +0.9% | +12.7% | +13.3% |
| 6M | +9.3% | +22.4% | -13.0% | +1.6% |
| YTD | -32.6% | +12.7% | -45.3% | -35.7% |
| 1Y | -30.0% | +19.6% | -49.6% | -34.7% |
| 3Y | -48.7% | +54.0% | -102.7% | -57.8% |
| 5Y | -59.3% | +41.0% | -100.3% | -65.3% |
| All | -59.3% | +41.9% | -101.3% | -65.3% |
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