+689.9%
SEI vs PHM
+473.1%
+216.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.1% |
| 7D | +28.2% | -3.9% | +32.1% | +29.5% |
| 30D | +15.5% | -8.6% | +24.0% | +18.2% |
| 3M | -1.4% | -2.9% | +1.6% | -1.6% |
| 6M | +37.4% | -5.7% | +43.1% | +37.6% |
| YTD | +47.8% | +1.9% | +46.0% | +44.1% |
| 1Y | +174.3% | -12.3% | +186.6% | +179.8% |
| 3Y | +598.5% | +50.8% | +547.7% | +468.7% |
| 5Y | +1,026.2% | +157.3% | +868.9% | +620.3% |
| All | +689.9% | +473.1% | +216.8% | +227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling