+110.5%
PSA vs SEI
+507.3%
-396.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.7% | -1.3% |
| 7D | -3.7% | +10.2% | -13.9% | -3.9% |
| 30D | -7.7% | -1.0% | -6.7% | -7.8% |
| 3M | -0.6% | -27.9% | +27.3% | +0.1% |
| 6M | -0.9% | +10.4% | -11.3% | -1.8% |
| YTD | +18.7% | +20.1% | -1.5% | +17.1% |
| 1Y | +7.6% | +109.7% | -102.1% | +3.7% |
| 3Y | +23.7% | +458.6% | -435.0% | +11.0% |
| 5Y | +13.7% | +775.3% | -761.6% | -1.1% |
| All | +110.5% | +507.3% | -396.8% | +74.3% |
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 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