Financial Risk Management Activities (Schedule Of Derivative Instruments Fair Value In Balance Sheets) (Detail) - USD ($) $ in Millions		Sep. 30, 2023	Dec. 31, 2022
Derivatives, Fair Value [Line Items]
Collateral Already Posted, Aggregate Fair Value		$ 346	$ 1,521
Derivative Contracts, Current Assets		70	18
Derivative Contracts, Noncurrent Assets		36	15
Total Mark-to-Market Derivative Assets		106	33
Derivative Contracts, Current Liabilities		(60)	(124)
Derivative Contracts, Noncurrent Liabilities		(5)	(33)
Total Mark-to-Market Derivative (Liabilities)		(65)	(157)
Net Mark-to-Market Derivative Assets (Liabilities)		41	(124)
Derivative, Fair Value, Amount Offset Against Collateral, Net	[1]	243	1,111
PSEG Power [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets		45	14
Derivative Contracts, Noncurrent Assets		33	15
Total Mark-to-Market Derivative Assets		78	29
Derivative Contracts, Current Liabilities		(60)	(124)
Derivative Contracts, Noncurrent Liabilities		(5)	(30)
Total Mark-to-Market Derivative (Liabilities)		(65)	(154)
Net Mark-to-Market Derivative Assets (Liabilities)		13	(125)
Other Noncurrent Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net		91	495
Other Current Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net		152	616
Energy-Related Contracts [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets		739	1,721
Derivative Contracts, Noncurrent Assets		482	629
Total Mark-to-Market Derivative Assets		1,221	2,350
Derivative Contracts, Current Liabilities		(906)	(2,447)
Derivative Contracts, Noncurrent Liabilities		(545)	(1,139)
Total Mark-to-Market Derivative (Liabilities)		(1,451)	(3,586)
Net Mark-to-Market Derivative Assets (Liabilities)		(230)	(1,236)
Energy-Related Contracts [Member] | Other Noncurrent Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	[1]	540	1,109
Energy-Related Contracts [Member] | Other Current Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	[1]	(694)	(1,707)
Energy-Related Contracts [Member] | Other Noncurrent Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	[1]	(449)	(614)
Energy-Related Contracts [Member] | Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	[1],[2],[3]	(1,143)	(2,321)
Energy-Related Contracts [Member] | Other Current Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	[1]	846	2,323
Energy-Related Contracts [Member] | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	[1],[2],[3]	1,386	3,432
Interest Rate Swap [Member] | Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Derivative Contracts, Current Assets		25	4
Derivative Contracts, Noncurrent Assets		3	0
Total Mark-to-Market Derivative Assets		28	4
Derivative Contracts, Current Liabilities		0	0
Derivative Contracts, Noncurrent Liabilities		0	(3)
Total Mark-to-Market Derivative (Liabilities)		0	(3)
Net Mark-to-Market Derivative Assets (Liabilities)		$ 28	1
Interest Rate Swap [Member] | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	[3],[4]		$ 0

[1] Represents the netting of fair value balances with the same counterparty (where the right of offset exists) and the application of collateral. All cash collateral (received) posted that has been allocated to derivative positions, where the right of offset exists, has been offset on the Condensed Consolidated Balance Sheets. As of September 30, 2023 and December 31, 2022, PSEG Power had net cash collateral (receipts) payments to counterparties of $346 million and $1,521 million, respectively. Of these net cash collateral (receipts) payments, $243 million and $1,111 million as of September 30, 2023 and December 31, 2022, respectively, were netted against the corresponding net derivative contract positions. Of the $243 million as of September 30, 2023, $152 million was netted against current liabilities and $91 million against noncurrent liabilities. Of the $1,111 million as of December 31, 2022, $616 million was netted against current liabilities and $495 million against noncurrent liabilities.

[2] Level 1—These contracts represent natural gas futures contracts executed on NYMEX, and are being valued solely on settled pricing inputs which come directly from the exchange. Level 2—Fair values for energy-related contracts are obtained primarily using a market-based approach. Most derivative contracts (forward purchase or sale contracts and swaps) are valued using settled prices from similar assets and liabilities from an exchange, such as NYMEX, ICE and Nodal Exchange, or auction prices. Prices used in the valuation process are also corroborated independently by management to determine that values are based on actual transaction data or, in the absence of transactions, bid and offers for the day. Examples may include certain exchange and non-exchange traded capacity and electricity contracts and natural gas physical or swap contracts based on market prices, basis adjustments and other premiums where adjustments and premiums are not considered significant to the overall inputs. Level 3—Unobservable inputs are used for the valuation of certain contracts. See “Additional Information Regarding Level 3 Measurements” below for more information on the utilization of unobservable inputs.

[3] Represents the netting of fair value balances with the same counterparty (where the right of offset exists) and the application of collateral. See Note 12. Financial Risk Management Activities for additional detail.

[4] Interest rate swaps are valued using quoted prices on commonly quoted intervals, which are interpolated for periods different than the quoted intervals, as inputs to a market valuation model. Market inputs can generally be verified and model selection does not involve significant management judgement.