+75.1%
SAP vs PEG
+25.9%
+49.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -4.1% |
| 7D | -0.7% | -2.3% | +1.6% | -0.4% |
| 30D | +11.1% | +1.2% | +9.9% | +11.0% |
| 3M | +17.0% | -2.4% | +19.4% | +17.2% |
| 6M | +34.8% | -6.9% | +41.7% | +35.8% |
| YTD | -2.2% | -7.2% | +5.0% | -1.8% |
| 1Y | -6.4% | -8.9% | +2.4% | -5.7% |
| 3Y | +75.1% | +27.1% | +48.0% | +74.8% |
| All | +75.1% | +25.9% | +49.2% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling