+44.1%
PL vs SEI
+636.0%
-591.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +5.6% | -10.8% | +16.4% | +8.7% |
| 30D | -16.9% | -19.0% | +2.1% | -12.9% |
| 3M | -38.2% | +5.8% | -44.0% | -39.9% |
| 6M | -63.4% | -14.9% | -48.6% | -62.5% |
| YTD | -27.6% | +35.4% | -63.1% | -34.5% |
| 1Y | +6.6% | +23.9% | -17.3% | -2.1% |
| 3Y | +557.6% | +661.3% | -103.7% | +270.2% |
| 5Y | +39.5% | +822.2% | -782.7% | -25.0% |
| All | +44.1% | +636.0% | -591.8% | -22.5% |
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