+13.4%
PG vs SEI
+999.8%
-986.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +1.7% |
| 7D | -0.8% | +22.6% | -23.4% | -0.4% |
| 30D | +0.8% | +9.1% | -8.3% | +1.1% |
| 3M | -1.3% | -11.3% | +10.0% | -1.3% |
| 6M | -3.8% | +22.0% | -25.8% | -3.4% |
| YTD | +3.6% | +47.3% | -43.7% | +4.4% |
| 1Y | -5.7% | +124.8% | -130.5% | -4.7% |
| 3Y | +1.6% | +591.3% | -589.7% | +1.9% |
| All | +13.4% | +999.8% | -986.4% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling