+10.7%
SRE vs PRU
+19.3%
-8.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.1% |
| 7D | +1.4% | +1.9% | -0.5% | +1.1% |
| 30D | +1.9% | -0.4% | +2.3% | +2.0% |
| 3M | -3.3% | +16.4% | -19.7% | -5.6% |
| 6M | -6.4% | +26.0% | -32.5% | -9.8% |
| YTD | -1.8% | +9.9% | -11.7% | -3.2% |
| 1Y | +10.7% | +18.8% | -8.0% | +7.2% |
| All | +10.7% | +19.3% | -8.6% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling