+648.8%
SEI vs PPG
+16.9%
+631.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -4.2% |
| 7D | +20.7% | -5.1% | +25.8% | +23.5% |
| 30D | +9.1% | -9.6% | +18.7% | +14.3% |
| 3M | -6.0% | -6.4% | +0.4% | -3.7% |
| 6M | +18.9% | +0.5% | +18.4% | +16.3% |
| YTD | +40.1% | +4.4% | +35.7% | +33.1% |
| 1Y | +120.6% | -0.9% | +121.5% | +113.8% |
| 3Y | +562.1% | -17.0% | +579.1% | +587.0% |
| 5Y | +954.5% | -23.7% | +978.1% | +1,010.3% |
| All | +648.8% | +16.9% | +631.8% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling