+235.4%
SAP vs PEG
+167.4%
+68.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.9% | +2.3% | -6.2% | -4.6% |
| 30D | +6.5% | +6.1% | +0.4% | +4.4% |
| 3M | +14.7% | -0.5% | +15.2% | +14.7% |
| 6M | +39.9% | -3.2% | +43.1% | +40.8% |
| YTD | -2.0% | -4.4% | +2.5% | -1.4% |
| 1Y | -6.0% | -7.4% | +1.4% | -4.4% |
| 3Y | +67.7% | +33.9% | +33.7% | +45.2% |
| 5Y | +78.8% | +42.3% | +36.5% | +49.3% |
| All | +235.4% | +167.4% | +68.0% | +127.9% |
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