+118.5%
SRE vs PRU
+139.4%
-20.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.5% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | +1.9% | -0.4% | +2.3% | +2.0% |
| 3M | -3.3% | +16.4% | -19.7% | -8.7% |
| 6M | -6.4% | +26.0% | -32.5% | -14.5% |
| YTD | -1.8% | +9.9% | -11.7% | -5.9% |
| 1Y | +10.7% | +18.8% | -8.0% | +2.9% |
| 3Y | +31.8% | +45.3% | -13.6% | +12.1% |
| 5Y | +49.2% | +45.6% | +3.6% | +24.4% |
| 10Y | +118.5% | +139.6% | -21.1% | +38.4% |
| All | +118.5% | +139.4% | -20.8% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling