+8.3%
PGR vs SEI
+26.0%
-17.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +1.4% |
| 7D | -0.6% | +22.6% | -23.2% | +2.8% |
| 30D | +4.9% | +9.1% | -4.2% | +6.8% |
| 3M | +7.6% | -11.3% | +19.0% | +7.6% |
| 6M | +8.3% | +22.0% | -13.8% | +11.3% |
| All | +8.3% | +26.0% | -17.7% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling