+333.6%
PBF vs SEI
+608.3%
-274.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +2.6% |
| 7D | +2.3% | +20.7% | -18.3% | -4.8% |
| 30D | +11.6% | +9.1% | +2.4% | +6.8% |
| 3M | +81.7% | -6.0% | +87.7% | +77.7% |
| 6M | +96.4% | +18.9% | +77.5% | +71.1% |
| YTD | +189.5% | +40.1% | +149.3% | +131.3% |
| 1Y | +180.7% | +120.6% | +60.1% | +80.6% |
| 3Y | +56.6% | +562.1% | -505.5% | -58.3% |
| 5Y | +802.0% | +954.5% | -152.5% | +63.9% |
| All | +333.6% | +608.3% | -274.7% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling