+1.6%
PG vs SAP
+54.2%
-52.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -4.1% | +3.3% | -0.6% |
| 30D | +0.8% | +1.1% | -0.3% | +0.7% |
| 3M | -1.3% | +26.1% | -27.4% | -2.6% |
| 6M | -3.8% | +9.8% | -13.6% | -4.9% |
| YTD | +3.6% | -13.6% | +17.2% | +3.1% |
| 1Y | -5.7% | -18.7% | +13.0% | -5.9% |
| 3Y | +1.6% | +54.1% | -52.5% | +1.1% |
| All | +1.6% | +54.2% | -52.6% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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