+82.0%
BN vs PRU
+47.2%
+34.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | -2.5% | +1.9% | -4.3% | -3.8% |
| 30D | -9.5% | +2.7% | -12.2% | -11.4% |
| 3M | -10.4% | +19.5% | -29.8% | -21.9% |
| 6M | -6.4% | +26.6% | -33.0% | -22.2% |
| YTD | -11.9% | +12.3% | -24.2% | -19.9% |
| 1Y | -8.6% | +18.0% | -26.7% | -20.5% |
| All | +82.0% | +47.2% | +34.9% | +22.4% |
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 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