+159.5%
PM vs SEI
+507.3%
-347.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.4% | -2.1% |
| 7D | -4.9% | +10.2% | -15.1% | -5.3% |
| 30D | -3.4% | -1.0% | -2.4% | -3.5% |
| 3M | +5.2% | -27.9% | +33.1% | +6.4% |
| 6M | +3.7% | +10.4% | -6.7% | +1.9% |
| YTD | +15.8% | +20.1% | -4.4% | +12.7% |
| 1Y | +17.4% | +109.7% | -92.4% | +8.8% |
| 3Y | +116.9% | +458.6% | -341.7% | +72.6% |
| 5Y | +117.3% | +775.3% | -658.0% | +57.0% |
| All | +159.5% | +507.3% | -347.8% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling