+12.8%
PG vs SAP
+52.7%
-40.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | -2.7% | -5.1% | +2.4% | -2.1% |
| 30D | -1.5% | -1.8% | +0.2% | -1.4% |
| 3M | -3.4% | +20.9% | -24.3% | -5.8% |
| 6M | -7.0% | +7.0% | -14.0% | -8.3% |
| YTD | +2.0% | -13.7% | +15.7% | +3.0% |
| 1Y | -6.5% | -19.6% | +13.1% | -4.6% |
| 3Y | +1.2% | +52.4% | -51.2% | -10.5% |
| 5Y | +12.8% | +54.4% | -41.6% | -4.3% |
| All | +12.8% | +52.7% | -40.0% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling