+618.6%
SEI vs PENG
+755.0%
-136.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.9% | +17.2% | +16.5% |
| 7D | +28.8% | +7.8% | +21.1% | +26.2% |
| 30D | +10.4% | -12.2% | +22.6% | +14.1% |
| 3M | -11.4% | -20.6% | +9.2% | -7.0% |
| 6M | +31.2% | +180.9% | -149.8% | -1.3% |
| YTD | +39.7% | +162.3% | -122.6% | +6.9% |
| 1Y | +149.0% | +107.3% | +41.7% | +100.8% |
| 3Y | +560.2% | +110.8% | +449.4% | +398.5% |
| 5Y | +955.7% | +117.8% | +837.8% | +657.5% |
| All | +618.6% | +755.0% | -136.4% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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