+253.0%
PCAR vs SEI
+584.5%
-331.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +3.5% | -10.8% | +14.3% | +4.3% |
| 30D | -2.3% | -19.0% | +16.7% | -0.9% |
| 3M | -19.3% | +5.8% | -25.1% | -21.4% |
| 6M | -7.1% | -14.9% | +7.8% | -8.0% |
| YTD | -2.8% | +35.4% | -38.2% | -10.5% |
| 1Y | +9.3% | +23.9% | -14.6% | +1.4% |
| 3Y | +33.5% | +661.3% | -627.8% | -14.3% |
| 5Y | +112.6% | +822.2% | -709.6% | +24.8% |
| All | +253.0% | +584.5% | -331.5% | +97.3% |
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