+11.1%
EIX vs PRU
+55.2%
-44.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.5% |
| 7D | +0.7% | +3.2% | -2.4% | -0.4% |
| 30D | +8.8% | +7.9% | +0.8% | +5.8% |
| 3M | -10.9% | +1.8% | -12.7% | -11.5% |
| 6M | -10.3% | +24.1% | -34.4% | -16.8% |
| YTD | +5.8% | +12.4% | -6.5% | +1.3% |
| 1Y | +11.4% | +20.9% | -9.5% | +3.3% |
| 3Y | +11.1% | +55.5% | -44.4% | -22.3% |
| All | +11.1% | +55.2% | -44.1% | -22.3% |
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 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