-19.5%
SAP vs PEG
-7.0%
-12.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -2.9% | +0.7% | -3.6% | -2.7% |
| 30D | +9.0% | -2.4% | +11.4% | +8.4% |
| 3M | +14.9% | -4.8% | +19.7% | +14.1% |
| 6M | +11.9% | -10.7% | +22.6% | +10.3% |
| YTD | -9.9% | -6.7% | -3.2% | -10.8% |
| 1Y | -19.5% | -6.8% | -12.7% | -20.3% |
| All | -19.5% | -7.0% | -12.5% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling