+711.1%
SEI vs PRU
+36.1%
+675.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -2.6% | +16.9% | +16.1% |
| 7D | -18.3% | +2.4% | -20.7% | -20.7% |
| 30D | -24.4% | +6.1% | -30.6% | -29.3% |
| 3M | +1.5% | -0.7% | +2.3% | -0.4% |
| 6M | -25.1% | +22.1% | -47.2% | -38.9% |
| YTD | +26.4% | +9.8% | +16.7% | +12.3% |
| 1Y | +8.9% | +19.4% | -10.4% | -10.1% |
| 3Y | +586.7% | +50.4% | +536.3% | +369.4% |
| All | +711.1% | +36.1% | +675.0% | +467.2% |
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 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