+112.8%
PG vs SEI
+608.3%
-495.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.3% |
| 7D | -2.7% | +20.7% | -23.3% | -3.1% |
| 30D | -1.5% | +9.1% | -10.7% | -1.8% |
| 3M | -3.4% | -6.0% | +2.6% | -3.5% |
| 6M | -7.0% | +18.9% | -25.9% | -7.8% |
| YTD | +2.0% | +40.1% | -38.1% | +0.5% |
| 1Y | -6.5% | +120.6% | -127.1% | -9.5% |
| 3Y | +1.2% | +562.1% | -561.0% | -9.9% |
| 5Y | +12.8% | +954.5% | -941.7% | -5.2% |
| All | +112.8% | +608.3% | -495.5% | +72.4% |
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