+42.7%
PFE vs SEI
+592.7%
-550.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.4% | -8.9% | -0.9% |
| 7D | -4.7% | -4.3% | -0.4% | -4.7% |
| 30D | +3.4% | -18.0% | +21.4% | +3.8% |
| 3M | +9.2% | +8.2% | +1.0% | +8.1% |
| 6M | +15.8% | -13.9% | +29.7% | +15.4% |
| YTD | +23.4% | +37.0% | -13.6% | +19.5% |
| 1Y | +25.8% | +24.5% | +1.3% | +22.1% |
| 3Y | +17.8% | +681.1% | -663.2% | -2.4% |
| 5Y | -20.2% | +787.5% | -807.7% | -36.2% |
| All | +42.7% | +592.7% | -550.0% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling