+102.3%
BN vs PRU
+56.1%
+46.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -2.1% |
| 7D | +4.3% | +3.8% | +0.5% | +1.6% |
| 30D | +14.3% | +9.0% | +5.3% | +7.4% |
| 3M | -4.1% | +2.1% | -6.2% | -5.7% |
| 6M | -9.7% | +25.4% | -35.1% | -23.9% |
| YTD | -7.1% | +13.5% | -20.7% | -16.2% |
| 1Y | -7.4% | +21.3% | -28.8% | -20.8% |
| 3Y | +102.3% | +55.1% | +47.2% | +32.3% |
| All | +102.3% | +56.1% | +46.2% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling