+37.5%
SEI vs PTC
+10.3%
+27.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.4% |
| 7D | +27.6% | +0.8% | +26.7% | +27.9% |
| 30D | -17.1% | +1.2% | -18.3% | -16.9% |
| 3M | +4.6% | +32.6% | -28.0% | +15.0% |
| 6M | -15.1% | +36.1% | -51.1% | +0.3% |
| YTD | +41.2% | +12.7% | +28.5% | +76.3% |
| 1Y | +37.5% | +10.2% | +27.4% | +75.7% |
| All | +37.5% | +10.3% | +27.3% | +75.7% |
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