+686.9%
SEI vs PFG
+162.6%
+524.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.4% |
| 7D | +22.6% | -0.4% | +23.0% | +22.7% |
| 30D | +9.1% | +2.9% | +6.2% | +6.4% |
| 3M | -11.3% | +6.7% | -18.0% | -16.8% |
| 6M | +22.0% | +33.8% | -11.8% | -3.2% |
| YTD | +47.3% | +35.0% | +12.3% | +14.9% |
| 1Y | +124.8% | +46.4% | +78.4% | +65.0% |
| 3Y | +591.3% | +71.7% | +519.6% | +353.9% |
| 5Y | +1,008.2% | +113.7% | +894.5% | +500.5% |
| All | +686.9% | +162.6% | +524.4% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling