+146.9%
NEM vs PRU
+36.1%
+110.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.5% |
| 7D | +13.4% | +2.4% | +11.0% | +12.9% |
| 30D | +6.5% | +6.1% | +0.4% | +5.3% |
| 3M | +14.9% | -0.7% | +15.6% | +15.0% |
| 6M | +5.5% | +22.1% | -16.6% | +1.5% |
| YTD | +21.9% | +9.8% | +12.1% | +19.1% |
| 1Y | +47.9% | +19.4% | +28.5% | +42.4% |
| 3Y | +238.2% | +50.4% | +187.8% | +209.7% |
| All | +146.9% | +36.1% | +110.8% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling