+39.4%
PPL vs SEI
+770.7%
-731.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.1% |
| 7D | +2.7% | +10.2% | -7.6% | +2.4% |
| 30D | +0.5% | -1.0% | +1.5% | +0.5% |
| 3M | +0.7% | -27.9% | +28.6% | +1.3% |
| 6M | -7.6% | +10.4% | -18.0% | -8.4% |
| YTD | +1.8% | +20.1% | -18.3% | +0.5% |
| 1Y | -0.8% | +109.7% | -110.5% | -4.5% |
| 3Y | +56.9% | +458.6% | -401.8% | +37.2% |
| All | +39.4% | +770.7% | -731.2% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling