+35.9%
EIX vs PRU
+99.2%
-63.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +1.4% | +3.6% | -2.3% | 0.0% |
| 30D | +8.5% | +8.9% | -0.3% | +5.0% |
| 3M | -13.5% | +0.2% | -13.6% | -13.6% |
| 6M | -12.4% | +23.7% | -36.1% | -19.3% |
| YTD | +5.9% | +13.7% | -7.8% | 0.0% |
| 1Y | +7.6% | +20.6% | -13.0% | -0.7% |
| 3Y | +12.8% | +56.3% | -43.6% | -7.3% |
| 5Y | +19.2% | +42.3% | -23.1% | -0.2% |
| All | +35.9% | +99.2% | -63.4% | -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