+954.7%
SEI vs PSKY
-70.1%
+1,024.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +5.0% |
| 7D | +22.6% | -2.4% | +25.0% | +22.7% |
| 30D | +9.1% | +11.6% | -2.5% | +8.2% |
| 3M | -11.3% | +1.5% | -12.9% | -11.6% |
| 6M | +22.0% | +7.7% | +14.3% | +20.9% |
| YTD | +47.3% | -20.1% | +67.4% | +49.2% |
| 1Y | +124.8% | -38.3% | +163.0% | +133.2% |
| 3Y | +591.3% | -17.7% | +609.0% | +572.7% |
| All | +954.7% | -70.1% | +1,024.8% | +1,232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling