+23.2%
PFE vs SEI
+32.3%
-9.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | +0.4% |
| 7D | -3.0% | +12.4% | -15.4% | -2.7% |
| 30D | +5.2% | -18.3% | +23.5% | +5.1% |
| 3M | +12.2% | +10.4% | +1.8% | +12.1% |
| 6M | +17.8% | -12.9% | +30.7% | +18.3% |
| YTD | +26.2% | +41.8% | -15.6% | +22.4% |
| 1Y | +23.2% | +30.3% | -7.1% | +19.2% |
| All | +23.2% | +32.3% | -9.1% | +19.2% |
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