+1.5%
SEI vs PRU
-0.5%
+2.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -2.6% | +16.9% | +10.7% |
| 7D | -18.3% | +2.4% | -20.7% | -12.9% |
| 30D | -24.4% | +6.1% | -30.6% | -17.0% |
| 3M | +1.5% | -0.7% | +2.3% | +8.5% |
| All | +1.5% | -0.5% | +2.0% | +8.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling