+363.4%
PSX vs SEI
+608.3%
-244.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | +0.3% |
| 7D | +1.5% | +20.7% | -19.1% | -3.1% |
| 30D | +15.8% | +9.1% | +6.7% | +12.7% |
| 3M | +43.0% | -6.0% | +49.0% | +40.9% |
| 6M | +61.1% | +18.9% | +42.2% | +47.0% |
| YTD | +104.5% | +40.1% | +64.4% | +75.9% |
| 1Y | +102.5% | +120.6% | -18.1% | +50.3% |
| 3Y | +133.5% | +562.1% | -428.7% | +0.1% |
| 5Y | +367.0% | +954.5% | -587.5% | +55.2% |
| All | +363.4% | +608.3% | -244.9% | +52.9% |
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 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