+586.7%
SEI vs PENG
+184.4%
+402.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +12.4% | +1.9% | +8.4% |
| 7D | -18.3% | -19.4% | +1.2% | -9.6% |
| 30D | -24.4% | -42.4% | +17.9% | -2.9% |
| 3M | +1.5% | -25.6% | +27.2% | +14.8% |
| 6M | -25.1% | +7.3% | -32.4% | -31.3% |
| YTD | +26.4% | +113.9% | -87.4% | -17.6% |
| 1Y | +8.9% | +93.6% | -84.6% | -25.8% |
| 3Y | +586.7% | +170.2% | +416.4% | +302.4% |
| All | +586.7% | +184.4% | +402.3% | +302.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling