The current numbers are that asm.js is around 2x slower than native code. I didn't compare to NaCl (which would be apples-to-oranges since it is non-portable) nor PNaCl (which I am not sure is ready yet for benchmarking? Please correct me if not).
We expect to improve on the 2x later this year, this is just the first iteration. I do think 2x is quite promising already though - it's in the range of Java and C# (on a fast VM for them).
I'll be putting up some slides with more specific numbers tomorrow after I finish giving a talk on it.