+116.7%
SRE vs PRU
+115.4%
+1.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.1% |
| 7D | -8.4% | +3.2% | -11.5% | -9.6% |
| 30D | -3.2% | +7.9% | -11.1% | -6.0% |
| 3M | -5.3% | +1.8% | -7.1% | -6.2% |
| 6M | -12.6% | +24.1% | -36.7% | -19.7% |
| YTD | -8.8% | +12.4% | -21.1% | -13.5% |
| 1Y | -13.4% | +20.9% | -34.3% | -20.3% |
| 3Y | +24.4% | +55.5% | -31.1% | +2.7% |
| 5Y | +47.3% | +42.7% | +4.7% | +23.4% |
| 10Y | +116.7% | +106.1% | +10.5% | +44.2% |
| All | +116.7% | +115.4% | +1.3% | +44.2% |
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 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