+557.7%
SEI vs PHM
+47.0%
+510.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.9% |
| 7D | +20.7% | -6.4% | +27.0% | +21.7% |
| 30D | +9.1% | -12.1% | +21.2% | +11.2% |
| 3M | -6.0% | -1.5% | -4.4% | -6.8% |
| 6M | +18.9% | -6.0% | +25.0% | +18.7% |
| YTD | +40.1% | -0.3% | +40.4% | +38.0% |
| 1Y | +120.6% | -13.3% | +134.0% | +122.9% |
| All | +557.7% | +47.0% | +510.8% | +437.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling