-22.2%
PFE vs SEI
+924.7%
-946.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +16.3% | -18.6% | -2.5% |
| 7D | -2.7% | +28.8% | -31.5% | -3.0% |
| 30D | +3.8% | +10.4% | -6.5% | +3.7% |
| 3M | +10.4% | -11.4% | +21.8% | +10.5% |
| 6M | +6.3% | +31.2% | -24.9% | +5.4% |
| YTD | +17.4% | +39.7% | -22.3% | +16.1% |
| 1Y | +21.1% | +149.0% | -127.8% | +18.3% |
| 3Y | -1.6% | +560.2% | -561.8% | -8.0% |
| 5Y | -22.2% | +955.7% | -977.8% | -19.7% |
| All | -22.2% | +924.7% | -946.8% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling