+176.2%
SAP vs PEG
+145.3%
+30.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | +2.6% | -1.9% | +4.5% | +3.2% |
| 3M | +16.3% | -3.7% | +19.9% | +17.5% |
| 6M | +6.4% | -9.4% | +15.8% | +9.5% |
| YTD | -11.4% | -6.0% | -5.4% | -10.3% |
| 1Y | -20.4% | -4.4% | -16.0% | -20.2% |
| 3Y | +56.5% | +33.5% | +23.0% | +35.5% |
| 5Y | +56.8% | +35.7% | +21.0% | +33.4% |
| 10Y | +176.2% | +140.4% | +35.8% | +89.8% |
| All | +176.2% | +145.3% | +30.9% | +89.8% |
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