+1,548.7%
PG vs SAP
+2,169.0%
-620.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -2.6% | +0.3% | -2.9% | -2.7% |
| 3M | -3.3% | +16.9% | -20.2% | -5.4% |
| 6M | -6.7% | +6.3% | -13.1% | -7.9% |
| YTD | +1.7% | -12.4% | +14.2% | +2.5% |
| 1Y | -7.9% | -21.6% | +13.7% | -6.1% |
| 3Y | +0.9% | +54.8% | -53.8% | -6.2% |
| 5Y | +12.6% | +56.2% | -43.5% | +3.7% |
| 10Y | +117.2% | +179.0% | -61.9% | +84.5% |
| All | +1,548.7% | +2,169.0% | -620.3% | +935.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling