+8.4%
EIX vs PRU
+46.4%
-38.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.5% |
| 7D | +1.0% | +2.4% | -1.4% | +0.1% |
| 30D | +9.1% | +6.1% | +3.0% | +6.8% |
| 3M | -10.2% | -0.7% | -9.5% | -10.0% |
| 6M | -11.2% | +22.1% | -33.3% | -17.2% |
| YTD | +4.5% | +9.8% | -5.3% | +0.8% |
| 1Y | +10.9% | +19.4% | -8.5% | +3.3% |
| 3Y | +8.4% | +50.4% | -42.0% | -22.5% |
| All | +8.4% | +46.4% | -38.0% | -22.5% |
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