+517.9%
SEI vs PENG
+762.7%
-244.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.4% | -3.0% | +1.7% |
| 7D | +10.2% | +4.5% | +5.7% | +8.9% |
| 30D | -1.0% | -7.1% | +6.1% | +0.9% |
| 3M | -27.9% | -27.3% | -0.7% | -22.7% |
| 6M | +10.4% | +169.6% | -159.2% | -16.1% |
| YTD | +20.1% | +164.6% | -144.5% | -8.3% |
| 1Y | +109.7% | +109.5% | +0.3% | +68.7% |
| 3Y | +458.6% | +98.9% | +359.7% | +326.7% |
| 5Y | +775.3% | +116.3% | +659.0% | +528.7% |
| All | +517.9% | +762.7% | -244.8% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling