+72.7%
NEM vs PRU
+19.0%
+53.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +0.3% | +1.9% | -1.6% | 0.0% |
| 30D | +23.1% | +2.7% | +20.4% | +22.4% |
| 3M | +18.5% | +19.5% | -1.0% | +13.9% |
| 6M | +7.8% | +26.6% | -18.9% | +2.6% |
| YTD | +29.1% | +12.3% | +16.8% | +21.6% |
| 1Y | +72.7% | +18.0% | +54.6% | +63.7% |
| All | +72.7% | +19.0% | +53.7% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling