+862.3%
NEM vs PRU
+785.9%
+76.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.3% |
| 7D | +13.4% | +2.4% | +11.0% | +13.1% |
| 30D | +6.5% | +6.1% | +0.4% | +5.7% |
| 3M | +14.9% | -0.7% | +15.6% | +15.0% |
| 6M | +5.5% | +22.1% | -16.6% | +2.9% |
| YTD | +21.9% | +9.8% | +12.1% | +20.2% |
| 1Y | +47.9% | +19.4% | +28.5% | +44.4% |
| 3Y | +238.2% | +50.4% | +187.8% | +219.2% |
| 5Y | +146.2% | +37.2% | +109.0% | +133.3% |
| 10Y | +309.3% | +119.5% | +189.8% | +250.4% |
| All | +862.3% | +785.9% | +76.3% | +542.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling