+169.8%
PM vs SEI
+608.3%
-438.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.2% | +7.4% | +2.4% |
| 7D | +1.9% | +20.7% | -18.7% | +0.9% |
| 30D | +1.9% | +9.1% | -7.2% | +1.3% |
| 3M | +4.6% | -6.0% | +10.6% | +4.3% |
| 6M | +11.7% | +18.9% | -7.3% | +9.4% |
| YTD | +20.4% | +40.1% | -19.8% | +16.2% |
| 1Y | +19.0% | +120.6% | -101.7% | +10.3% |
| 3Y | +130.4% | +562.1% | -431.8% | +81.5% |
| 5Y | +131.5% | +954.5% | -823.0% | +65.1% |
| All | +169.8% | +608.3% | -438.5% | +85.5% |
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