+224.0%
SAP vs PEG
+159.1%
+64.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | +1.5% | +2.6% | -1.1% | +0.6% |
| 30D | +8.8% | +3.3% | +5.5% | +7.6% |
| 3M | +12.1% | +1.1% | +11.0% | +11.5% |
| 6M | +34.6% | -1.4% | +36.0% | +34.6% |
| YTD | -2.1% | -4.6% | +2.5% | -1.5% |
| 1Y | -5.5% | -7.2% | +1.7% | -4.0% |
| 3Y | +67.4% | +33.7% | +33.7% | +45.1% |
| 5Y | +74.6% | +40.8% | +33.7% | +46.4% |
| 10Y | +224.0% | +162.8% | +61.2% | +120.2% |
| All | +224.0% | +159.1% | +64.9% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling