+686.9%
SEI vs PSLV
+233.1%
+453.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +22.6% | -3.5% | +26.0% | +24.0% |
| 30D | +9.1% | -2.1% | +11.2% | +9.8% |
| 3M | -11.3% | -1.6% | -9.7% | -11.1% |
| 6M | +22.0% | -25.5% | +47.5% | +31.8% |
| YTD | +47.3% | -11.4% | +58.7% | +42.0% |
| 1Y | +124.8% | +48.6% | +76.2% | +76.8% |
| 3Y | +591.3% | +166.9% | +424.4% | +333.6% |
| 5Y | +1,008.2% | +152.4% | +855.8% | +597.3% |
| All | +686.9% | +233.1% | +453.9% | +252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling