+368.5%
PSX vs SEI
+1,021.5%
-653.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | -0.2% |
| 7D | +1.8% | +28.2% | -26.4% | -1.9% |
| 30D | +21.6% | +15.5% | +6.2% | +18.7% |
| 3M | +46.5% | -1.4% | +47.8% | +44.3% |
| 6M | +62.0% | +37.4% | +24.6% | +49.2% |
| YTD | +106.3% | +47.8% | +58.5% | +85.5% |
| 1Y | +103.0% | +174.3% | -71.3% | +59.1% |
| 3Y | +135.5% | +598.5% | -462.9% | +25.3% |
| 5Y | +368.5% | +1,026.2% | -657.7% | +83.8% |
| All | +368.5% | +1,021.5% | -653.0% | +83.8% |
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