+542.0%
SEI vs PFG
+163.7%
+378.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +5.0% | +4.5% |
| 7D | +10.2% | +5.5% | +4.7% | +5.8% |
| 30D | -1.0% | +2.4% | -3.4% | -3.0% |
| 3M | -27.9% | +13.6% | -41.5% | -35.4% |
| 6M | +10.4% | +27.9% | -17.5% | -9.4% |
| YTD | +20.1% | +35.6% | -15.4% | -6.4% |
| 1Y | +109.7% | +48.5% | +61.3% | +52.7% |
| 3Y | +458.6% | +66.9% | +391.8% | +275.0% |
| 5Y | +775.3% | +111.0% | +664.3% | +379.8% |
| All | +542.0% | +163.7% | +378.3% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling