+134.7%
PRU vs BNS
+187.0%
-52.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | -3.8% | -2.2% | -1.6% | -1.8% |
| 30D | -2.0% | +4.5% | -6.5% | -6.4% |
| 3M | +14.0% | +14.9% | -0.9% | -1.0% |
| 6M | +27.2% | +32.5% | -5.2% | -3.8% |
| YTD | +9.1% | +28.6% | -19.5% | -15.5% |
| 1Y | +18.1% | +48.4% | -30.3% | -20.6% |
| 3Y | +44.3% | +130.8% | -86.5% | -39.3% |
| 5Y | +45.7% | +94.8% | -49.1% | -28.3% |
| All | +134.7% | +187.0% | -52.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling