+1,521.6%
SRE vs PRU
+806.6%
+715.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | -0.3% | +1.9% | -2.2% | -0.8% |
| 30D | -0.7% | +2.7% | -3.5% | -1.4% |
| 3M | -6.3% | +19.5% | -25.8% | -10.4% |
| 6M | -10.7% | +26.6% | -37.3% | -15.9% |
| YTD | -3.5% | +12.3% | -15.8% | -6.6% |
| 1Y | +5.3% | +18.0% | -12.7% | +0.6% |
| 3Y | +31.8% | +47.0% | -15.2% | +18.6% |
| 5Y | +47.4% | +48.4% | -1.1% | +31.1% |
| 10Y | +120.6% | +142.4% | -21.9% | +67.1% |
| All | +1,521.6% | +806.6% | +715.1% | +554.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling