+801.9%
PBF vs SEI
+1,021.5%
-219.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -1.6% |
| 7D | +1.4% | +28.2% | -26.9% | -4.1% |
| 30D | +15.8% | +15.5% | +0.4% | +11.7% |
| 3M | +90.3% | -1.4% | +91.6% | +86.0% |
| 6M | +102.8% | +37.4% | +65.4% | +80.7% |
| YTD | +187.3% | +47.8% | +139.5% | +148.2% |
| 1Y | +161.8% | +174.3% | -12.5% | +88.5% |
| 3Y | +55.5% | +598.5% | -543.0% | -37.1% |
| 5Y | +801.9% | +1,026.2% | -224.3% | +113.7% |
| All | +801.9% | +1,021.5% | -219.6% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling