+17.0%
EIX vs PRU
+142.7%
-125.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -19.1% | +1.9% | -21.0% | -19.6% |
| 30D | -16.9% | +2.7% | -19.6% | -17.7% |
| 3M | -20.0% | +19.5% | -39.5% | -25.1% |
| 6M | -21.3% | +26.6% | -48.0% | -28.1% |
| YTD | -1.7% | +12.3% | -14.0% | -6.5% |
| 1Y | +9.6% | +18.0% | -8.5% | +2.2% |
| 3Y | -3.7% | +47.0% | -50.7% | -18.5% |
| 5Y | +22.6% | +48.4% | -25.8% | +1.3% |
| All | +17.0% | +142.7% | -125.6% | -23.6% |
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 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