+35.1%
EIX vs PRU
+107.2%
-72.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +1.0% | +3.8% | -2.8% | -0.5% |
| 30D | +8.9% | +9.0% | -0.2% | +5.3% |
| 3M | -9.8% | +2.1% | -11.9% | -10.6% |
| 6M | -10.2% | +25.4% | -35.6% | -17.8% |
| YTD | +5.9% | +13.5% | -7.6% | +0.1% |
| 1Y | +10.9% | +21.3% | -10.4% | +2.1% |
| 3Y | +10.2% | +55.1% | -44.9% | -9.1% |
| 5Y | +17.0% | +43.6% | -26.5% | -2.4% |
| 10Y | +35.1% | +99.2% | -64.2% | -11.3% |
| All | +35.1% | +107.2% | -72.1% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling