+44.8%
PL vs SEI
+670.8%
-626.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.8% |
| 7D | +13.4% | +12.4% | +0.9% | +10.1% |
| 30D | -10.2% | -18.3% | +8.1% | -6.0% |
| 3M | -39.5% | +10.4% | -49.9% | -41.9% |
| 6M | -65.7% | -12.9% | -52.8% | -65.1% |
| YTD | -27.3% | +41.8% | -69.1% | -35.0% |
| 1Y | +15.0% | +30.3% | -15.3% | +4.1% |
| 3Y | +560.8% | +697.3% | -136.5% | +267.3% |
| 5Y | +38.4% | +877.0% | -838.5% | -26.6% |
| All | +44.8% | +670.8% | -626.0% | -23.1% |
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