+95.6%
BN vs PRU
+46.4%
+49.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | +1.0% |
| 7D | +5.3% | +2.4% | +3.0% | +3.6% |
| 30D | +11.9% | +6.1% | +5.8% | +7.2% |
| 3M | -5.7% | -0.7% | -5.0% | -5.4% |
| 6M | -10.6% | +22.1% | -32.7% | -23.2% |
| YTD | -9.4% | +9.8% | -19.1% | -16.2% |
| 1Y | -8.8% | +19.4% | -28.1% | -21.1% |
| 3Y | +95.6% | +50.4% | +45.3% | +31.1% |
| All | +95.6% | +46.4% | +49.2% | +31.1% |
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