+646.6%
SEI vs PSKY
-78.8%
+725.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.6% | +16.8% | +16.4% |
| 7D | +28.8% | +2.4% | +26.5% | +28.3% |
| 30D | +10.4% | +17.5% | -7.2% | +7.0% |
| 3M | -11.4% | +4.4% | -15.9% | -12.4% |
| 6M | +31.2% | -9.0% | +40.2% | +32.0% |
| YTD | +39.7% | -18.6% | +58.3% | +42.4% |
| 1Y | +149.0% | -27.7% | +176.7% | +157.5% |
| 3Y | +560.2% | -16.9% | +577.0% | +510.6% |
| 5Y | +955.7% | -70.3% | +1,025.9% | +1,137.8% |
| All | +646.6% | -78.8% | +725.3% | +560.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling