-6.2%
BN vs PRU
+20.8%
-27.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +2.4% |
| 7D | +3.6% | +3.2% | +0.5% | +1.9% |
| 30D | +15.9% | +7.9% | +7.9% | +11.1% |
| 3M | -2.3% | +1.8% | -4.1% | -3.4% |
| 6M | -8.4% | +24.1% | -32.6% | -19.1% |
| YTD | -5.9% | +12.4% | -18.2% | -13.6% |
| All | -6.2% | +20.8% | -27.0% | -18.4% |
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