+77.2%
SAP vs PENG
+31.0%
+46.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.0% | +24.5% | +3.5% |
| 7D | +4.0% | -36.7% | +40.7% | +7.9% |
| 30D | +15.7% | -42.0% | +57.7% | +20.5% |
| 3M | +23.4% | -33.2% | +56.6% | +25.9% |
| 6M | +41.3% | +2.1% | +39.2% | +28.3% |
| YTD | +2.0% | +90.3% | -88.3% | -18.1% |
| 1Y | -5.1% | +67.7% | -72.8% | -22.2% |
| 3Y | +82.1% | +154.2% | -72.1% | +28.2% |
| 5Y | +77.2% | +28.3% | +48.9% | +27.8% |
| All | +77.2% | +31.0% | +46.1% | +27.8% |
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