+35.6%
PFE vs SEI
+647.2%
-611.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.3% |
| 7D | -4.3% | +28.2% | -32.5% | -5.4% |
| 30D | +2.7% | +15.5% | -12.8% | +1.9% |
| 3M | +10.0% | -1.4% | +11.4% | +9.5% |
| 6M | +7.2% | +37.4% | -30.2% | +4.6% |
| YTD | +17.3% | +47.8% | -30.5% | +13.7% |
| 1Y | +20.3% | +174.3% | -154.0% | +12.1% |
| 3Y | -1.6% | +598.5% | -600.1% | -17.3% |
| 5Y | -21.4% | +1,026.2% | -1,047.6% | -38.1% |
| All | +35.6% | +647.2% | -611.5% | +5.0% |
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