+152.8%
SAP vs PENG
+597.2%
-444.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.4% | -16.5% | -5.6% |
| 7D | -0.7% | -19.4% | +18.8% | +1.1% |
| 30D | +11.1% | -42.4% | +53.5% | +17.2% |
| 3M | +17.0% | -25.6% | +42.7% | +18.6% |
| 6M | +34.8% | +7.3% | +27.6% | +23.5% |
| YTD | -2.2% | +113.9% | -116.1% | -21.0% |
| 1Y | -6.4% | +93.6% | -100.0% | -23.3% |
| 3Y | +75.1% | +170.2% | -95.1% | +29.2% |
| 5Y | +69.8% | +44.2% | +25.6% | +31.2% |
| All | +152.8% | +597.2% | -444.4% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling