+74.1%
SAP vs PENG
+56.2%
+17.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.3% | -7.6% | +0.9% |
| 7D | +1.6% | -3.8% | +5.4% | +1.4% |
| 30D | +10.5% | -40.1% | +50.6% | +15.1% |
| 3M | +15.2% | -21.8% | +36.9% | +15.8% |
| 6M | +36.7% | +3.3% | +33.4% | +26.2% |
| YTD | -0.6% | +133.6% | -134.2% | -21.7% |
| 1Y | -4.1% | +110.7% | -114.8% | -23.3% |
| 3Y | +73.2% | +204.3% | -131.0% | +20.3% |
| 5Y | +74.1% | +54.4% | +19.7% | +24.0% |
| All | +74.1% | +56.2% | +17.9% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling