+43.5%
PRU vs BNS
+93.4%
-49.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.0% |
| 30D | -2.6% | +4.0% | -6.6% | -5.3% |
| 3M | +14.7% | +13.8% | +0.9% | +4.7% |
| 6M | +25.7% | +32.7% | -7.0% | +3.3% |
| YTD | +8.3% | +27.6% | -19.3% | -8.9% |
| 1Y | +17.3% | +47.4% | -30.1% | -10.8% |
| 3Y | +43.2% | +129.0% | -85.8% | -22.2% |
| 5Y | +43.5% | +92.7% | -49.2% | -13.0% |
| All | +43.5% | +93.4% | -49.8% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling