+45.2%
PL vs SEI
+644.8%
-599.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +8.4% | +6.1% | +12.3% |
| 7D | +10.9% | -4.3% | +15.1% | +12.1% |
| 30D | -16.4% | -18.0% | +1.7% | -12.6% |
| 3M | -39.9% | +8.2% | -48.2% | -42.0% |
| 6M | -63.2% | -13.9% | -49.3% | -62.4% |
| YTD | -27.1% | +37.0% | -64.2% | -34.2% |
| 1Y | +12.2% | +24.5% | -12.3% | +2.8% |
| 3Y | +584.3% | +681.1% | -96.8% | +283.1% |
| 5Y | +37.0% | +787.5% | -750.5% | -26.6% |
| All | +45.2% | +644.8% | -599.6% | -22.2% |
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 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