+62.7%
PEP vs SEI
+647.2%
-584.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -1.4% |
| 7D | -1.7% | +28.2% | -29.9% | -2.1% |
| 30D | +0.3% | +15.5% | -15.2% | 0.0% |
| 3M | -3.2% | -1.4% | -1.9% | -3.4% |
| 6M | -13.6% | +37.4% | -51.0% | -14.7% |
| YTD | -1.9% | +47.8% | -49.7% | -3.5% |
| 1Y | -0.6% | +174.3% | -174.9% | -4.7% |
| 3Y | -13.6% | +598.5% | -612.1% | -23.8% |
| 5Y | +3.2% | +1,026.2% | -1,023.0% | -14.1% |
| All | +62.7% | +647.2% | -584.5% | +27.0% |
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