+302.3%
BN vs PRU
+102.7%
+199.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -2.4% | -2.8% | +0.4% | -0.7% |
| 30D | +13.5% | +8.5% | +5.0% | +8.0% |
| 3M | -5.9% | +1.7% | -7.7% | -7.0% |
| 6M | -8.9% | +24.8% | -33.7% | -20.8% |
| YTD | -7.9% | +13.3% | -21.1% | -15.3% |
| 1Y | -8.3% | +21.4% | -29.7% | -19.3% |
| 3Y | +100.8% | +54.8% | +46.0% | +52.5% |
| 5Y | +38.2% | +42.4% | -4.2% | +9.9% |
| 10Y | +302.3% | +98.4% | +203.9% | +131.0% |
| All | +302.3% | +102.7% | +199.7% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling