+157.7%
NEM vs PRU
+43.7%
+114.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +3.1% | -1.9% | +4.9% | +3.4% |
| 30D | +10.0% | -2.6% | +12.6% | +10.4% |
| 3M | +30.9% | +14.7% | +16.2% | +27.4% |
| 6M | +10.5% | +25.7% | -15.2% | +5.9% |
| YTD | +29.7% | +8.3% | +21.5% | +27.1% |
| 1Y | +71.1% | +17.3% | +53.8% | +65.2% |
| 3Y | +252.1% | +43.2% | +208.9% | +225.7% |
| 5Y | +157.7% | +43.5% | +114.2% | +138.8% |
| All | +157.7% | +43.7% | +114.0% | +138.8% |
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