+542.0%
SEI vs PTC
+166.1%
+375.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.5% | +5.7% |
| 7D | +10.2% | -10.3% | +20.5% | +14.5% |
| 30D | -1.0% | +1.1% | -2.2% | -2.2% |
| 3M | -27.9% | +1.6% | -29.5% | -30.3% |
| 6M | +10.4% | -13.5% | +23.9% | +13.3% |
| YTD | +20.1% | -19.1% | +39.2% | +26.3% |
| 1Y | +109.7% | -33.9% | +143.6% | +142.2% |
| 3Y | +458.6% | -3.9% | +462.5% | +435.6% |
| 5Y | +775.3% | +6.0% | +769.2% | +680.3% |
| All | +542.0% | +166.1% | +375.9% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling