-4.7%
BN vs PRU
+27.9%
-32.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.6% | -0.5% | +2.3% |
| 7D | +12.0% | +9.8% | +2.2% | +6.3% |
| 30D | +17.0% | +11.6% | +5.4% | +10.1% |
| 3M | -3.2% | +3.7% | -6.9% | -5.4% |
| 6M | -3.9% | +33.0% | -36.8% | -18.2% |
| YTD | -5.6% | +16.6% | -22.2% | -15.2% |
| 1Y | -4.7% | +26.9% | -31.7% | -19.6% |
| All | -4.7% | +27.9% | -32.6% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling