+132.4%
PEG vs SEI
+647.2%
-514.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -2.7% |
| 7D | -1.0% | +28.2% | -29.2% | -3.0% |
| 30D | -2.6% | +15.5% | -18.1% | -4.0% |
| 3M | -7.6% | -1.4% | -6.3% | -8.3% |
| 6M | -12.2% | +37.4% | -49.6% | -15.6% |
| YTD | -8.1% | +47.8% | -55.9% | -12.6% |
| 1Y | -7.0% | +174.3% | -181.3% | -16.9% |
| 3Y | +30.6% | +598.5% | -567.9% | +2.0% |
| 5Y | +34.4% | +1,026.2% | -991.8% | -3.4% |
| All | +132.4% | +647.2% | -514.7% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling