+678.9%
SEI vs PCOR
-7.6%
+686.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | +10.5% | +3.0% | +7.4% | +10.0% |
| 30D | -8.0% | +38.7% | -46.7% | -13.4% |
| 3M | +6.7% | +24.9% | -18.1% | +1.7% |
| 6M | -17.0% | +68.8% | -85.8% | -26.6% |
| YTD | +39.7% | +6.7% | +33.0% | +35.6% |
| 1Y | +43.2% | +3.0% | +40.2% | +40.6% |
| 3Y | +676.3% | +48.6% | +627.7% | +606.3% |
| 5Y | +891.0% | -12.7% | +903.7% | +813.9% |
| All | +678.9% | -7.6% | +686.5% | +637.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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