+170.0%
PBF vs SEI
+105.8%
+64.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.8% | -1.5% |
| 7D | +4.3% | +10.2% | -5.9% | +3.6% |
| 30D | +22.0% | -1.0% | +23.0% | +22.0% |
| 3M | +74.5% | -27.9% | +102.4% | +73.9% |
| 6M | +67.7% | +10.4% | +57.3% | +62.1% |
| YTD | +179.2% | +20.1% | +159.0% | +166.6% |
| 1Y | +170.0% | +109.7% | +60.3% | +217.2% |
| All | +170.0% | +105.8% | +64.2% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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