+59.5%
SAP vs PEG
+37.2%
+22.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +9.0% | -2.4% | +11.4% | +9.6% |
| 3M | +14.9% | -4.8% | +19.7% | +16.2% |
| 6M | +11.9% | -10.7% | +22.6% | +15.0% |
| YTD | -9.9% | -6.7% | -3.2% | -8.9% |
| 1Y | -19.5% | -6.8% | -12.7% | -18.8% |
| 3Y | +61.8% | +34.5% | +27.3% | +39.9% |
| All | +59.5% | +37.2% | +22.2% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling