+457.6%
SEI vs PCOR
-14.4%
+472.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.3% | +7.7% | +4.4% |
| 7D | +10.2% | -9.0% | +19.2% | +12.4% |
| 30D | -1.0% | +4.2% | -5.2% | -2.6% |
| 3M | -27.9% | +14.4% | -42.3% | -30.6% |
| 6M | +10.4% | +0.2% | +10.2% | +8.6% |
| YTD | +20.1% | -20.3% | +40.4% | +27.9% |
| 1Y | +109.7% | -16.1% | +125.9% | +118.1% |
| All | +457.6% | -14.4% | +472.0% | +459.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling