-9.1%
EIX vs PRU
+28.4%
-37.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.4% |
| 7D | +2.5% | +4.8% | -2.3% | +0.4% |
| 30D | +14.1% | +7.9% | +6.2% | +10.3% |
| 3M | -9.4% | +3.1% | -12.5% | -10.3% |
| 6M | -9.1% | +25.2% | -34.3% | -14.2% |
| All | -9.1% | +28.4% | -37.5% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling