+23.9%
SEI vs PRU
+22.1%
+1.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.1% |
| 7D | -10.8% | +3.8% | -14.6% | -9.9% |
| 30D | -19.0% | +9.0% | -28.0% | -18.6% |
| 3M | +5.8% | +2.1% | +3.6% | +7.7% |
| 6M | -14.9% | +25.4% | -40.3% | -21.9% |
| YTD | +35.4% | +13.5% | +21.9% | +27.8% |
| 1Y | +23.9% | +21.3% | +2.5% | +14.7% |
| All | +23.9% | +22.1% | +1.8% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling