+648.8%
SEI vs PNR
+50.3%
+598.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.4% |
| 7D | +20.7% | -5.5% | +26.1% | +24.3% |
| 30D | +9.1% | -15.6% | +24.7% | +19.5% |
| 3M | -6.0% | -20.2% | +14.2% | +4.4% |
| 6M | +18.9% | -36.6% | +55.5% | +50.5% |
| YTD | +40.1% | -45.0% | +85.1% | +92.4% |
| 1Y | +120.6% | -47.4% | +168.1% | +212.2% |
| 3Y | +562.1% | -13.7% | +575.9% | +591.9% |
| 5Y | +954.5% | -20.8% | +975.3% | +1,031.6% |
| All | +648.8% | +50.3% | +598.5% | +355.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling