+647.1%
PRU vs BNS
+1,492.9%
-845.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.2% |
| 7D | +1.9% | +1.5% | +0.3% | +0.3% |
| 30D | +2.7% | +6.0% | -3.2% | -3.8% |
| 3M | +19.5% | +16.3% | +3.1% | +1.2% |
| 6M | +26.6% | +28.8% | -2.1% | -3.6% |
| YTD | +12.3% | +30.0% | -17.6% | -15.6% |
| 1Y | +18.0% | +50.7% | -32.7% | -24.1% |
| 3Y | +47.0% | +125.4% | -78.4% | -39.7% |
| 5Y | +48.4% | +94.2% | -45.8% | -30.2% |
| 10Y | +142.4% | +182.8% | -40.4% | -21.5% |
| All | +647.1% | +1,492.9% | -845.8% | -39.2% |
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