+37.5%
SEI vs PENG
+136.5%
-99.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.3% |
| 7D | +27.6% | +34.6% | -7.0% | +10.3% |
| 30D | -17.1% | -35.9% | +18.8% | +0.8% |
| 3M | +4.6% | -14.7% | +19.3% | +10.7% |
| 6M | -15.1% | +13.5% | -28.6% | -23.3% |
| YTD | +41.2% | +156.1% | -115.0% | -20.9% |
| 1Y | +37.5% | +141.3% | -103.8% | -18.2% |
| All | +37.5% | +136.5% | -99.0% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling