+120.6%
SEI vs PTC
-37.0%
+157.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.3% |
| 7D | +20.7% | -14.2% | +34.9% | +15.2% |
| 30D | +9.1% | -14.4% | +23.6% | +4.5% |
| 3M | -6.0% | -4.7% | -1.3% | -3.8% |
| 6M | +18.9% | -19.3% | +38.2% | +26.8% |
| YTD | +40.1% | -26.1% | +66.2% | +58.0% |
| 1Y | +120.6% | -37.1% | +157.7% | +233.1% |
| All | +120.6% | -37.0% | +157.6% | +233.1% |
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