+2,233.8%
SAP vs PEG
+2,040.2%
+193.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | +14.9% | -4.8% | +19.7% | +16.5% |
| 6M | +11.9% | -10.7% | +22.6% | +15.4% |
| YTD | -9.9% | -6.7% | -3.2% | -8.6% |
| 1Y | -19.5% | -6.8% | -12.7% | -18.5% |
| 3Y | +61.8% | +34.5% | +27.3% | +43.6% |
| 5Y | +56.2% | +35.8% | +20.4% | +37.2% |
| 10Y | +180.6% | +141.7% | +38.9% | +100.8% |
| All | +2,233.8% | +2,040.2% | +193.6% | +1,106.9% |
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