+629.4%
SEI vs PENG
+720.8%
-91.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.3% | -5.6% | +1.7% |
| 7D | +12.4% | +1.9% | +10.6% | +11.6% |
| 30D | -18.3% | -37.8% | +19.5% | -6.4% |
| 3M | +10.4% | -14.1% | +24.5% | +15.1% |
| 6M | -12.9% | +13.1% | -26.0% | -16.6% |
| YTD | +41.8% | +151.8% | -110.0% | +9.8% |
| 1Y | +30.3% | +136.0% | -105.7% | +2.6% |
| 3Y | +697.3% | +217.9% | +479.4% | +478.7% |
| 5Y | +877.0% | +64.1% | +812.9% | +649.5% |
| All | +629.4% | +720.8% | -91.4% | +325.1% |
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