+653.4%
PRU vs BNS
+1,498.6%
-845.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -1.0% |
| 7D | -2.8% | -3.2% | +0.4% | +0.3% |
| 30D | +8.5% | +5.1% | +3.4% | +3.1% |
| 3M | +1.7% | +6.0% | -4.2% | -4.9% |
| 6M | +24.8% | +23.4% | +1.4% | -0.7% |
| YTD | +13.3% | +30.4% | -17.2% | -15.4% |
| 1Y | +21.4% | +44.0% | -22.6% | -18.3% |
| 3Y | +54.8% | +150.3% | -95.6% | -42.9% |
| 5Y | +42.4% | +83.0% | -40.7% | -28.9% |
| 10Y | +98.4% | +190.9% | -92.5% | -37.5% |
| All | +653.4% | +1,498.6% | -845.2% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling