+185.3%
PM vs SEI
+605.9%
-420.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.2% | +1.2% |
| 7D | +0.5% | +10.5% | -9.9% | +0.1% |
| 30D | -3.2% | -8.0% | +4.8% | -3.2% |
| 3M | +6.2% | +6.7% | -0.5% | +5.1% |
| 6M | +7.7% | -17.0% | +24.7% | +7.5% |
| YTD | +27.3% | +39.7% | -12.4% | +22.2% |
| 1Y | +32.8% | +43.2% | -10.4% | +26.9% |
| 3Y | +150.0% | +676.3% | -526.3% | +92.6% |
| 5Y | +164.2% | +891.0% | -726.8% | +89.6% |
| All | +185.3% | +605.9% | -420.7% | +95.1% |
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