+591.3%
SEI vs PSLV
+165.9%
+425.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +22.6% | -3.5% | +26.0% | +23.8% |
| 30D | +9.1% | -2.1% | +11.2% | +9.7% |
| 3M | -11.3% | -1.6% | -9.7% | -11.3% |
| 6M | +22.0% | -25.5% | +47.5% | +29.4% |
| YTD | +47.3% | -11.4% | +58.7% | +39.1% |
| 1Y | +124.8% | +48.6% | +76.2% | +71.6% |
| 3Y | +591.3% | +166.9% | +424.4% | +339.0% |
| All | +591.3% | +165.9% | +425.4% | +339.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling