+6,316.5%
BN vs PRU
+809.8%
+5,506.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -1.7% |
| 7D | +5.7% | +4.8% | +0.9% | +3.7% |
| 30D | +12.0% | +7.9% | +4.1% | +8.6% |
| 3M | -6.1% | +3.1% | -9.2% | -7.3% |
| 6M | -8.6% | +25.2% | -33.8% | -16.9% |
| YTD | -8.5% | +12.7% | -21.3% | -13.2% |
| 1Y | -8.4% | +23.5% | -31.9% | -16.4% |
| 3Y | +92.3% | +50.6% | +41.7% | +62.6% |
| 5Y | +31.3% | +40.9% | -9.5% | +14.5% |
| 10Y | +280.5% | +125.5% | +155.0% | +163.2% |
| All | +6,316.5% | +809.8% | +5,506.6% | +2,279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling