+591.3%
SEI vs PPG
-17.4%
+608.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +22.6% | -6.2% | +28.8% | +24.7% |
| 30D | +9.1% | -7.9% | +17.0% | +11.6% |
| 3M | -11.3% | -10.2% | -1.1% | -9.0% |
| 6M | +22.0% | +2.7% | +19.4% | +19.2% |
| YTD | +47.3% | +4.9% | +42.4% | +41.2% |
| 1Y | +124.8% | -3.2% | +128.0% | +122.3% |
| 3Y | +591.3% | -17.0% | +608.3% | +540.0% |
| All | +591.3% | -17.4% | +608.6% | +540.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling