+174.6%
ZTS vs PRU
+267.2%
-92.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -4.0% | +19.5% | -23.5% | -9.4% |
| 6M | -39.1% | +26.6% | -65.8% | -43.6% |
| YTD | -38.8% | +12.3% | -51.1% | -41.2% |
| 1Y | -49.6% | +18.0% | -67.6% | -52.4% |
| 3Y | -59.0% | +47.0% | -106.0% | -64.4% |
| 5Y | -61.8% | +48.4% | -110.2% | -67.3% |
| 10Y | +61.4% | +142.4% | -81.0% | +5.8% |
| All | +174.6% | +267.2% | -92.6% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling