+686.9%
SEI vs PNR
+49.9%
+637.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +22.6% | -6.0% | +28.6% | +26.7% |
| 30D | +9.1% | -14.0% | +23.1% | +18.3% |
| 3M | -11.3% | -21.7% | +10.4% | -0.5% |
| 6M | +22.0% | -37.3% | +59.3% | +55.4% |
| YTD | +47.3% | -45.1% | +92.4% | +102.5% |
| 1Y | +124.8% | -49.1% | +173.9% | +224.6% |
| 3Y | +591.3% | -14.8% | +606.1% | +627.9% |
| 5Y | +1,008.2% | -21.0% | +1,029.2% | +1,091.0% |
| All | +686.9% | +49.9% | +637.1% | +379.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling