-61.2%
ZTS vs PRU
+36.1%
-97.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.3% |
| 7D | -0.4% | +2.4% | -2.8% | -1.0% |
| 30D | +11.7% | +6.1% | +5.6% | +9.6% |
| 3M | +3.5% | -0.7% | +4.2% | +3.8% |
| 6M | -27.6% | +22.1% | -49.7% | -32.6% |
| YTD | -35.5% | +9.8% | -45.3% | -37.8% |
| 1Y | -32.1% | +19.4% | -51.4% | -36.5% |
| 3Y | -49.1% | +50.4% | -99.4% | -57.7% |
| All | -61.2% | +36.1% | -97.4% | -66.6% |
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