+778.5%
EIX vs PRU
+809.8%
-31.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.2% |
| 7D | +2.5% | +4.8% | -2.3% | +1.3% |
| 30D | +14.1% | +7.9% | +6.2% | +11.9% |
| 3M | -9.4% | +3.1% | -12.5% | -10.1% |
| 6M | -9.1% | +25.2% | -34.3% | -14.0% |
| YTD | +7.1% | +12.7% | -5.6% | +3.6% |
| 1Y | +13.3% | +23.5% | -10.2% | +7.1% |
| 3Y | +10.9% | +50.6% | -39.7% | -0.7% |
| 5Y | +21.0% | +40.9% | -19.9% | +9.1% |
| 10Y | +33.6% | +125.5% | -91.9% | +3.3% |
| All | +778.5% | +809.8% | -31.4% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling