+45.9%
PFE vs SEI
+616.9%
-571.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | +0.1% |
| 7D | -3.0% | +12.4% | -15.4% | -3.5% |
| 30D | +5.2% | -18.3% | +23.5% | +5.7% |
| 3M | +12.2% | +10.4% | +1.8% | +11.0% |
| 6M | +17.8% | -12.9% | +30.7% | +17.3% |
| YTD | +26.2% | +41.8% | -15.6% | +21.9% |
| 1Y | +23.2% | +30.3% | -7.1% | +19.3% |
| 3Y | +21.3% | +697.3% | -676.1% | +0.4% |
| 5Y | -23.1% | +877.0% | -900.0% | -39.0% |
| All | +45.9% | +616.9% | -571.0% | +12.6% |
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 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