-0.3%
PEP vs SEI
+161.0%
-161.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -0.8% |
| 7D | -1.7% | +28.2% | -29.9% | +0.3% |
| 30D | +0.3% | +15.5% | -15.2% | +1.6% |
| 3M | -3.2% | -1.4% | -1.9% | -2.6% |
| 6M | -13.6% | +37.4% | -51.0% | -11.1% |
| YTD | -1.9% | +47.8% | -49.7% | +1.9% |
| All | -0.3% | +161.0% | -161.3% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling