+6,258.1%
BN vs PRU
+785.9%
+5,472.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | +0.2% |
| 7D | +5.3% | +2.4% | +3.0% | +4.4% |
| 30D | +11.9% | +6.1% | +5.8% | +9.2% |
| 3M | -5.7% | -0.7% | -5.0% | -5.5% |
| 6M | -10.6% | +22.1% | -32.7% | -17.9% |
| YTD | -9.4% | +9.8% | -19.1% | -13.1% |
| 1Y | -8.8% | +19.4% | -28.1% | -15.5% |
| 3Y | +95.6% | +50.4% | +45.3% | +65.5% |
| 5Y | +30.2% | +37.2% | -7.0% | +14.7% |
| 10Y | +277.0% | +119.5% | +157.5% | +163.7% |
| All | +6,258.1% | +785.9% | +5,472.2% | +2,284.1% |
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 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