-4.1%
PEP vs SEI
+665.6%
-669.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | +4.6% | -10.8% | +15.4% | +4.3% |
| 30D | +14.0% | -19.0% | +33.0% | +13.4% |
| 3M | +5.4% | +5.8% | -0.4% | +6.1% |
| 6M | -5.1% | -14.9% | +9.7% | -4.8% |
| YTD | +3.1% | +35.4% | -32.3% | +4.8% |
| 1Y | +4.8% | +23.9% | -19.1% | +6.4% |
| 3Y | -4.1% | +661.3% | -665.4% | -2.6% |
| All | -4.1% | +665.6% | -669.8% | -2.6% |
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