-2.0%
EIX vs PRU
+47.2%
-49.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -19.1% | +1.9% | -21.0% | -19.5% |
| 30D | -16.9% | +2.7% | -19.6% | -17.6% |
| 3M | -20.0% | +19.5% | -39.5% | -24.9% |
| 6M | -21.3% | +26.6% | -48.0% | -27.9% |
| YTD | -1.7% | +12.3% | -14.0% | -6.0% |
| 1Y | +9.6% | +18.0% | -8.5% | +2.4% |
| All | -2.0% | +47.2% | -49.1% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling