+1.6%
PG vs SEI
+594.6%
-593.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +1.8% |
| 7D | -0.8% | +22.6% | -23.4% | -0.1% |
| 30D | +0.8% | +9.1% | -8.3% | +1.2% |
| 3M | -1.3% | -11.3% | +10.0% | -1.4% |
| 6M | -3.8% | +22.0% | -25.8% | -3.0% |
| YTD | +3.6% | +47.3% | -43.7% | +5.1% |
| 1Y | -5.7% | +124.8% | -130.5% | -3.7% |
| 3Y | +1.6% | +591.3% | -589.7% | +3.5% |
| All | +1.6% | +594.6% | -593.0% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling