+301.0%
PBF vs SEI
+613.6%
-312.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +4.3% | +27.6% | -23.3% | -4.6% |
| 30D | -21.8% | -17.1% | -4.7% | -18.5% |
| 3M | +1.7% | +4.6% | -2.8% | -4.1% |
| 6M | +69.8% | -15.1% | +84.9% | +65.8% |
| YTD | +167.7% | +41.2% | +126.6% | +106.8% |
| 1Y | +89.0% | +37.5% | +51.4% | +45.2% |
| 3Y | +78.8% | +693.7% | -614.9% | -58.2% |
| 5Y | +415.4% | +901.7% | -486.3% | -6.2% |
| All | +301.0% | +613.6% | -312.5% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling