+182.0%
PM vs SEI
+613.6%
-431.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -2.4% | +27.6% | -30.0% | -3.5% |
| 30D | -1.3% | -17.1% | +15.8% | -0.9% |
| 3M | +6.5% | +4.6% | +2.0% | +5.6% |
| 6M | +7.0% | -15.1% | +22.1% | +6.6% |
| YTD | +25.8% | +41.2% | -15.4% | +20.8% |
| 1Y | +30.9% | +37.5% | -6.6% | +25.5% |
| 3Y | +148.0% | +693.7% | -545.7% | +90.7% |
| 5Y | +161.2% | +901.7% | -740.6% | +87.3% |
| All | +182.0% | +613.6% | -431.6% | +92.8% |
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