+48.7%
SRE vs PRU
+48.6%
+0.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | -0.3% | +1.9% | -2.2% | -1.0% |
| 30D | -0.7% | +2.7% | -3.5% | -1.7% |
| 3M | -6.3% | +19.5% | -25.8% | -12.2% |
| 6M | -10.7% | +26.6% | -37.3% | -18.2% |
| YTD | -3.5% | +12.3% | -15.8% | -7.9% |
| 1Y | +5.3% | +18.0% | -12.7% | -1.6% |
| 3Y | +31.8% | +47.0% | -15.2% | +11.7% |
| All | +48.7% | +48.6% | +0.1% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling