+82.7%
SAP vs PENG
+153.0%
-70.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.0% | +24.5% | +2.2% |
| 7D | +4.0% | -36.7% | +40.7% | +5.5% |
| 30D | +15.7% | -42.0% | +57.7% | +17.6% |
| 3M | +23.4% | -33.2% | +56.6% | +24.2% |
| 6M | +41.3% | +2.1% | +39.2% | +29.7% |
| YTD | +2.0% | +90.3% | -88.3% | -15.3% |
| 1Y | -5.1% | +67.7% | -72.8% | -19.8% |
| All | +82.7% | +153.0% | -70.3% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling