+250.5%
NEM vs PRU
+56.8%
+193.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -6.4% | +3.6% | -10.0% | -7.2% |
| 30D | +1.4% | +8.9% | -7.4% | -0.5% |
| 3M | -0.7% | +0.2% | -0.9% | -1.0% |
| 6M | -4.5% | +23.7% | -28.2% | -9.2% |
| YTD | +14.0% | +13.7% | +0.3% | +9.7% |
| 1Y | +27.3% | +20.6% | +6.7% | +20.9% |
| 3Y | +250.5% | +56.3% | +194.2% | +182.9% |
| All | +250.5% | +56.8% | +193.7% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling