-77.7%
PCG vs SEI
+507.3%
-585.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +2.0% |
| 7D | -13.9% | +10.2% | -24.1% | -14.9% |
| 30D | -16.9% | -1.0% | -15.8% | -17.0% |
| 3M | -14.7% | -27.9% | +13.2% | -12.6% |
| 6M | -23.8% | +10.4% | -34.2% | -26.4% |
| YTD | -10.5% | +20.1% | -30.6% | -15.2% |
| 1Y | -5.1% | +109.7% | -114.8% | -17.9% |
| 3Y | -11.6% | +458.6% | -470.2% | -40.8% |
| 5Y | +59.0% | +775.3% | -716.3% | -8.1% |
| All | -77.7% | +507.3% | -585.0% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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