+656.5%
PRU vs BNS
+1,485.2%
-828.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.1% |
| 7D | +3.6% | +0.9% | +2.7% | +2.6% |
| 30D | +8.9% | +2.8% | +6.1% | +5.8% |
| 3M | +0.2% | +3.0% | -2.8% | -3.6% |
| 6M | +23.7% | +23.3% | +0.5% | -1.4% |
| YTD | +13.7% | +29.3% | -15.6% | -14.3% |
| 1Y | +20.6% | +41.7% | -21.1% | -17.5% |
| 3Y | +56.3% | +147.7% | -91.4% | -41.7% |
| 5Y | +42.3% | +79.4% | -37.0% | -27.4% |
| 10Y | +99.3% | +188.5% | -89.2% | -36.7% |
| All | +656.5% | +1,485.2% | -828.7% | -38.3% |
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