+19.5%
SRE vs PRU
+46.4%
-26.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | -1.3% |
| 7D | -9.2% | +2.4% | -11.6% | -9.9% |
| 30D | -1.9% | +6.1% | -8.0% | -3.9% |
| 3M | -6.5% | -0.7% | -5.8% | -6.5% |
| 6M | -15.2% | +22.1% | -37.3% | -21.0% |
| YTD | -9.5% | +9.8% | -19.2% | -12.7% |
| 1Y | -13.2% | +19.4% | -32.6% | -19.2% |
| 3Y | +19.5% | +50.4% | -30.9% | -6.6% |
| All | +19.5% | +46.4% | -26.9% | -6.6% |
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