+36.5%
PEG vs SEI
+684.3%
-647.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +4.5% | +10.5% | -6.0% | +4.0% |
| 30D | +7.5% | -8.0% | +15.6% | +7.6% |
| 3M | +0.8% | +6.7% | -5.9% | -0.2% |
| 6M | 0.0% | -17.0% | +17.0% | -0.1% |
| YTD | -3.0% | +39.7% | -42.7% | -6.7% |
| 1Y | -4.7% | +43.2% | -47.9% | -8.7% |
| 3Y | +36.5% | +676.3% | -639.9% | +18.7% |
| All | +36.5% | +684.3% | -647.8% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling