+124.8%
SEI vs PHM
-12.7%
+137.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.0% |
| 7D | +22.6% | -5.0% | +27.6% | +23.0% |
| 30D | +9.1% | -8.4% | +17.5% | +10.0% |
| 3M | -11.3% | -4.4% | -6.9% | -12.1% |
| 6M | +22.0% | -3.7% | +25.8% | +19.9% |
| YTD | +47.3% | +1.3% | +46.0% | +41.1% |
| 1Y | +124.8% | -14.0% | +138.8% | +132.7% |
| All | +124.8% | -12.7% | +137.5% | +132.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling