+181.5%
PM vs SEI
+616.9%
-435.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.7% | +0.9% |
| 7D | -7.1% | +12.4% | -19.5% | -7.6% |
| 30D | -2.8% | -18.3% | +15.5% | -2.3% |
| 3M | +6.3% | +10.4% | -4.1% | +5.1% |
| 6M | +9.6% | -12.9% | +22.5% | +9.1% |
| YTD | +25.6% | +41.8% | -16.2% | +20.6% |
| 1Y | +29.7% | +30.3% | -0.6% | +24.8% |
| 3Y | +147.6% | +697.3% | -549.8% | +90.3% |
| 5Y | +160.1% | +877.0% | -716.8% | +87.2% |
| All | +181.5% | +616.9% | -435.4% | +92.5% |
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