+605.4%
PGR vs SEI
+644.4%
-39.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.5% |
| 7D | -0.6% | +22.6% | -23.2% | -1.5% |
| 30D | +4.9% | +9.1% | -4.2% | +4.4% |
| 3M | +7.6% | -11.3% | +19.0% | +7.8% |
| 6M | +8.3% | +22.0% | -13.8% | +6.1% |
| YTD | +1.7% | +47.3% | -45.5% | -2.0% |
| 1Y | -6.8% | +124.8% | -131.6% | -13.6% |
| 3Y | +73.4% | +591.3% | -517.8% | +36.3% |
| 5Y | +161.2% | +1,008.2% | -847.0% | +87.5% |
| All | +605.4% | +644.4% | -39.0% | +399.5% |
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