+124.3%
PM vs SEI
+565.9%
-441.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +16.3% | -15.1% | +1.6% |
| 7D | -1.3% | +28.8% | -30.1% | -0.6% |
| 30D | -2.6% | +10.4% | -12.9% | -2.2% |
| 3M | +5.8% | -11.4% | +17.2% | +6.0% |
| 6M | +10.6% | +31.2% | -20.6% | +11.4% |
| YTD | +17.2% | +39.7% | -22.6% | +18.2% |
| 1Y | +17.6% | +149.0% | -131.3% | +18.7% |
| 3Y | +124.3% | +560.2% | -435.9% | +121.3% |
| All | +124.3% | +565.9% | -441.7% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling