+919.4%
NEM vs PRU
+806.6%
+112.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.3% | +1.9% | -1.6% | +0.1% |
| 30D | +23.1% | +2.7% | +20.4% | +22.6% |
| 3M | +18.5% | +19.5% | -1.0% | +15.8% |
| 6M | +7.8% | +26.6% | -18.9% | +4.5% |
| YTD | +29.1% | +12.3% | +16.8% | +27.0% |
| 1Y | +72.7% | +18.0% | +54.6% | +68.6% |
| 3Y | +248.7% | +47.0% | +201.7% | +230.0% |
| 5Y | +148.7% | +48.4% | +100.3% | +133.2% |
| 10Y | +304.8% | +142.4% | +162.3% | +241.9% |
| All | +919.4% | +806.6% | +112.8% | +578.7% |
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