+877.0%
SEI vs PTC
+62.1%
+814.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +12.4% | +0.5% | +11.9% | +12.3% |
| 30D | -18.3% | +0.9% | -19.2% | -18.4% |
| 3M | +10.4% | +30.4% | -19.9% | +4.4% |
| 6M | -12.9% | +34.4% | -47.3% | -18.6% |
| YTD | +41.8% | +12.6% | +29.2% | +40.9% |
| 1Y | +30.3% | +10.2% | +20.1% | +30.8% |
| 3Y | +697.3% | +29.4% | +668.0% | +638.6% |
| 5Y | +877.0% | +63.7% | +813.2% | +720.4% |
| All | +877.0% | +62.1% | +814.8% | +720.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling