+109.7%
SEI vs PNR
-43.1%
+152.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.4% |
| 7D | +10.2% | -2.4% | +12.6% | +10.8% |
| 30D | -1.0% | -12.8% | +11.7% | +1.9% |
| 3M | -27.9% | -17.0% | -10.9% | -24.5% |
| 6M | +10.4% | -37.4% | +47.8% | +31.6% |
| YTD | +20.1% | -41.6% | +61.8% | +49.0% |
| 1Y | +109.7% | -44.6% | +154.4% | +184.9% |
| All | +109.7% | -43.1% | +152.8% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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