+646.6%
SEI vs PFGC
+244.4%
+402.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -1.9% | +18.2% | +16.9% |
| 7D | +28.8% | -2.4% | +31.3% | +29.7% |
| 30D | +10.4% | -15.8% | +26.1% | +15.9% |
| 3M | -11.4% | -0.6% | -10.8% | -12.0% |
| 6M | +31.2% | +10.7% | +20.5% | +25.4% |
| YTD | +39.7% | +7.6% | +32.1% | +34.6% |
| 1Y | +149.0% | -7.8% | +156.8% | +150.5% |
| 3Y | +560.2% | +63.7% | +496.5% | +460.8% |
| 5Y | +955.7% | +112.3% | +843.4% | +707.3% |
| All | +646.6% | +244.4% | +402.1% | +470.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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