+69.3%
PEP vs SEI
+613.6%
-544.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.3% | +27.6% | -27.9% | -0.6% |
| 30D | +11.8% | -17.1% | +28.9% | +11.9% |
| 3M | +3.7% | +4.6% | -0.9% | +3.3% |
| 6M | -4.3% | -15.1% | +10.8% | -4.4% |
| YTD | +2.1% | +41.2% | -39.0% | +0.4% |
| 1Y | +2.5% | +37.5% | -35.0% | +0.7% |
| 3Y | -5.0% | +693.7% | -698.7% | -17.2% |
| 5Y | +2.9% | +901.7% | -898.9% | -13.9% |
| All | +69.3% | +613.6% | -544.2% | +32.1% |
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