+332.4%
NEM vs PRU
+115.4%
+217.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +3.2% |
| 7D | +14.7% | +3.2% | +11.6% | +14.3% |
| 30D | +6.2% | +7.9% | -1.7% | +5.3% |
| 3M | +11.0% | +1.8% | +9.2% | +10.8% |
| 6M | +7.9% | +24.1% | -16.2% | +5.3% |
| YTD | +26.2% | +12.4% | +13.8% | +24.2% |
| 1Y | +51.5% | +20.9% | +30.6% | +48.0% |
| 3Y | +290.6% | +55.5% | +235.1% | +271.0% |
| 5Y | +153.1% | +42.7% | +110.4% | +141.4% |
| 10Y | +332.4% | +106.1% | +226.3% | +366.7% |
| All | +332.4% | +115.4% | +217.0% | +366.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling