+756.7%
EIX vs PRU
+785.9%
-29.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.8% |
| 7D | +1.0% | +2.4% | -1.4% | +0.4% |
| 30D | +9.1% | +6.1% | +3.0% | +7.5% |
| 3M | -10.2% | -0.7% | -9.5% | -10.1% |
| 6M | -11.2% | +22.1% | -33.3% | -15.5% |
| YTD | +4.5% | +9.8% | -5.3% | +1.7% |
| 1Y | +10.9% | +19.4% | -8.5% | +5.7% |
| 3Y | +8.4% | +50.4% | -42.0% | -2.8% |
| 5Y | +18.0% | +37.2% | -19.2% | +7.1% |
| 10Y | +30.3% | +119.5% | -89.2% | +1.4% |
| All | +756.7% | +785.9% | -29.2% | +228.5% |
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 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