+604.8%
SEI vs PENG
+661.7%
-56.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +9.3% | -0.9% | +5.7% |
| 7D | -4.3% | -3.8% | -0.5% | -2.9% |
| 30D | -18.0% | -40.1% | +22.0% | -5.0% |
| 3M | +8.2% | -21.8% | +30.0% | +15.9% |
| 6M | -13.9% | +3.3% | -17.2% | -15.4% |
| YTD | +37.0% | +133.6% | -96.6% | +8.5% |
| 1Y | +24.5% | +110.7% | -86.2% | +1.1% |
| 3Y | +681.1% | +204.3% | +476.8% | +476.5% |
| 5Y | +787.5% | +54.4% | +733.1% | +594.2% |
| All | +604.8% | +661.7% | -56.9% | +320.1% |
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