-12.5%
PEP vs SEI
+565.9%
-578.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +16.3% | -15.7% | +1.2% |
| 7D | +0.1% | +28.8% | -28.7% | +1.1% |
| 30D | +0.7% | +10.4% | -9.7% | +1.1% |
| 3M | -0.5% | -11.4% | +10.9% | -0.5% |
| 6M | -11.3% | +31.2% | -42.5% | -10.3% |
| YTD | -0.6% | +39.7% | -40.3% | +0.7% |
| 1Y | +1.7% | +149.0% | -147.3% | +4.0% |
| 3Y | -12.5% | +560.2% | -572.7% | -12.3% |
| All | -12.5% | +565.9% | -578.4% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling