+686.9%
SEI vs PHM
+469.9%
+217.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.6% |
| 7D | +22.6% | -5.0% | +27.6% | +24.3% |
| 30D | +9.1% | -8.4% | +17.5% | +11.8% |
| 3M | -11.3% | -4.4% | -6.9% | -11.2% |
| 6M | +22.0% | -3.7% | +25.8% | +21.5% |
| YTD | +47.3% | +1.3% | +46.0% | +43.9% |
| 1Y | +124.8% | -14.0% | +138.8% | +130.9% |
| 3Y | +591.3% | +48.1% | +543.2% | +466.5% |
| 5Y | +1,008.2% | +158.8% | +849.4% | +607.1% |
| All | +686.9% | +469.9% | +217.1% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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