+34.8%
SAP vs PEG
-7.8%
+42.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -4.3% |
| 7D | -0.7% | -2.3% | +1.6% | -1.1% |
| 30D | +11.1% | +1.2% | +9.9% | +11.4% |
| 3M | +17.0% | -2.4% | +19.4% | +14.8% |
| 6M | +34.8% | -6.9% | +41.7% | +32.3% |
| All | +34.8% | -7.8% | +42.6% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling