+688.4%
SEI vs PTC
+29.2%
+659.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +12.4% | +0.5% | +11.9% | +12.4% |
| 30D | -18.3% | +0.9% | -19.2% | -18.3% |
| 3M | +10.4% | +30.4% | -19.9% | +7.9% |
| 6M | -12.9% | +34.4% | -47.3% | -14.5% |
| YTD | +41.8% | +12.6% | +29.2% | +51.0% |
| 1Y | +30.3% | +10.2% | +20.1% | +40.6% |
| All | +688.4% | +29.2% | +659.2% | +564.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling