+24.8%
SRE vs PRU
+56.8%
-32.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +1.8% | +3.6% | -1.9% | +0.6% |
| 30D | -3.0% | +8.9% | -11.9% | -5.7% |
| 3M | -7.3% | +0.2% | -7.4% | -7.4% |
| 6M | -11.9% | +23.7% | -35.6% | -18.2% |
| YTD | -7.9% | +13.7% | -21.6% | -12.2% |
| 1Y | -11.1% | +20.6% | -31.8% | -17.3% |
| 3Y | +24.8% | +56.3% | -31.5% | -0.3% |
| All | +24.8% | +56.8% | -32.0% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling