+38.2%
BN vs PRU
+43.3%
-5.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -2.4% | -2.8% | +0.4% | -0.3% |
| 30D | +13.5% | +8.5% | +5.0% | +6.8% |
| 3M | -5.9% | +1.7% | -7.7% | -7.3% |
| 6M | -8.9% | +24.8% | -33.7% | -23.3% |
| YTD | -7.9% | +13.3% | -21.1% | -17.0% |
| 1Y | -8.3% | +21.4% | -29.7% | -21.8% |
| 3Y | +100.8% | +54.8% | +46.0% | +39.6% |
| 5Y | +38.2% | +42.4% | -4.2% | +2.6% |
| All | +38.2% | +43.3% | -5.0% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling