+8.2%
SEI vs PTC
+0.1%
+8.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +0.6% | -17.5% | -16.8% |
| 7D | -16.4% | +0.1% | -16.5% | -16.4% |
| 30D | -22.9% | +1.5% | -24.4% | -22.6% |
| 3M | -0.3% | +37.8% | -38.0% | +10.9% |
| 6M | -22.3% | +41.2% | -63.6% | -8.5% |
| YTD | +26.2% | +12.0% | +14.1% | +51.3% |
| 1Y | +8.2% | +1.6% | +6.6% | +32.3% |
| All | +8.2% | +0.1% | +8.1% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling