+132.9%
SAP vs PENG
+762.7%
-629.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.7% |
| 7D | -2.9% | +4.5% | -7.4% | -3.5% |
| 30D | +9.0% | -7.1% | +16.1% | +9.7% |
| 3M | +14.9% | -27.3% | +42.2% | +16.3% |
| 6M | +11.9% | +169.6% | -157.7% | -9.8% |
| YTD | -9.9% | +164.6% | -174.5% | -27.5% |
| 1Y | -19.5% | +109.5% | -129.0% | -33.3% |
| 3Y | +61.8% | +98.9% | -37.1% | +26.2% |
| 5Y | +56.2% | +116.3% | -60.1% | +16.3% |
| All | +132.9% | +762.7% | -629.7% | +37.0% |
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