+686.9%
SEI vs PPG
+17.4%
+669.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.9% |
| 7D | +22.6% | -6.2% | +28.8% | +26.2% |
| 30D | +9.1% | -7.9% | +17.0% | +13.3% |
| 3M | -11.3% | -10.2% | -1.1% | -7.4% |
| 6M | +22.0% | +2.7% | +19.4% | +18.1% |
| YTD | +47.3% | +4.9% | +42.4% | +39.6% |
| 1Y | +124.8% | -3.2% | +128.0% | +120.6% |
| 3Y | +591.3% | -17.0% | +608.3% | +617.8% |
| 5Y | +1,008.2% | -23.3% | +1,031.5% | +1,064.5% |
| All | +686.9% | +17.4% | +669.5% | +472.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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