+379.9%
NEM vs PRU
+102.7%
+277.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.3% | -2.8% | +3.1% | +0.6% |
| 30D | +1.1% | +8.5% | -7.4% | +0.2% |
| 3M | +1.3% | +1.7% | -0.5% | +1.1% |
| 6M | -1.4% | +24.8% | -26.1% | -3.9% |
| YTD | +19.4% | +13.3% | +6.1% | +17.4% |
| 1Y | +32.9% | +21.4% | +11.6% | +29.7% |
| 3Y | +267.0% | +54.8% | +212.2% | +248.0% |
| 5Y | +131.0% | +42.4% | +88.6% | +119.9% |
| 10Y | +379.9% | +98.4% | +281.5% | +360.5% |
| All | +379.9% | +102.7% | +277.2% | +360.5% |
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