+154.4%
SAP vs PENG
+689.3%
-535.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.8% | +1.0% |
| 7D | +0.6% | +13.2% | -12.6% | -1.0% |
| 30D | +6.5% | -29.9% | +36.5% | +9.8% |
| 3M | +12.2% | -22.2% | +34.5% | +13.1% |
| 6M | +46.1% | -1.9% | +47.9% | +36.7% |
| YTD | -1.6% | +142.1% | -143.7% | -21.7% |
| 1Y | -5.1% | +151.5% | -156.6% | -25.1% |
| 3Y | +68.4% | +206.9% | -138.6% | +22.2% |
| 5Y | +79.4% | +58.2% | +21.2% | +37.1% |
| All | +154.4% | +689.3% | -535.0% | +48.0% |
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