+2,475.8%
SAP vs PEG
+2,098.7%
+377.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.7% |
| 7D | +1.6% | +0.9% | +0.8% | +1.4% |
| 30D | +10.5% | +3.8% | +6.7% | +9.2% |
| 3M | +15.2% | +0.1% | +15.1% | +14.9% |
| 6M | +36.7% | -1.0% | +37.7% | +36.5% |
| YTD | -0.6% | -4.1% | +3.6% | -0.1% |
| 1Y | -4.1% | -6.9% | +2.7% | -2.8% |
| 3Y | +73.2% | +35.6% | +37.6% | +53.4% |
| 5Y | +74.1% | +42.8% | +31.4% | +50.4% |
| 10Y | +222.9% | +160.2% | +62.7% | +125.8% |
| All | +2,475.8% | +2,098.7% | +377.1% | +1,219.3% |
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 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