+711.1%
SEI vs PCOR
-19.6%
+730.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.4% | +14.6% | +14.3% |
| 7D | -18.3% | +22.7% | -41.0% | -21.5% |
| 30D | -24.4% | +37.5% | -61.9% | -29.0% |
| 3M | +1.5% | +35.2% | -33.7% | -5.3% |
| 6M | -25.1% | +42.2% | -67.4% | -31.6% |
| YTD | +26.4% | +3.6% | +22.9% | +23.3% |
| 1Y | +8.9% | -4.8% | +13.7% | +9.1% |
| 3Y | +586.7% | +48.3% | +538.3% | +521.1% |
| All | +711.1% | -19.6% | +730.8% | +681.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling