+623.6%
SEI vs PRU
+79.4%
+544.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.9% |
| 7D | -10.8% | +3.8% | -14.6% | -14.3% |
| 30D | -19.0% | +9.0% | -28.0% | -25.8% |
| 3M | +5.8% | +2.1% | +3.6% | +1.5% |
| 6M | -14.9% | +25.4% | -40.3% | -31.5% |
| YTD | +35.4% | +13.5% | +21.9% | +17.4% |
| 1Y | +23.9% | +21.3% | +2.5% | +1.7% |
| 3Y | +661.3% | +55.1% | +606.2% | +416.7% |
| 5Y | +822.2% | +43.6% | +778.7% | +556.4% |
| All | +623.6% | +79.4% | +544.2% | +299.8% |
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