+133.9%
PEG vs SEI
+644.4%
-510.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.5% |
| 7D | -0.9% | +22.6% | -23.5% | -2.6% |
| 30D | -3.7% | +9.1% | -12.8% | -4.6% |
| 3M | -7.3% | -11.3% | +4.1% | -7.1% |
| 6M | -10.5% | +22.0% | -32.5% | -13.1% |
| YTD | -7.5% | +47.3% | -54.8% | -12.0% |
| 1Y | -8.7% | +124.8% | -133.5% | -17.0% |
| 3Y | +31.4% | +591.3% | -559.9% | +2.7% |
| 5Y | +37.8% | +1,008.2% | -970.4% | -0.8% |
| All | +133.9% | +644.4% | -510.5% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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