+2,432.7%
SAP vs PEG
+2,027.7%
+405.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.9% |
| 7D | -0.7% | -2.3% | +1.6% | +0.1% |
| 30D | +11.1% | +1.2% | +9.9% | +10.6% |
| 3M | +17.0% | -2.4% | +19.4% | +17.7% |
| 6M | +34.8% | -6.9% | +41.7% | +37.3% |
| YTD | -2.2% | -7.2% | +5.0% | -0.7% |
| 1Y | -6.4% | -8.9% | +2.4% | -4.5% |
| 3Y | +75.1% | +27.1% | +48.0% | +58.4% |
| 5Y | +69.8% | +33.8% | +36.0% | +49.8% |
| 10Y | +219.8% | +150.2% | +69.7% | +126.4% |
| All | +2,432.7% | +2,027.7% | +405.0% | +1,210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling