+159.9%
SAP vs PENG
+705.8%
-545.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.1% | +13.3% | +5.3% |
| 7D | +1.3% | -20.5% | +21.8% | +3.8% |
| 30D | +15.5% | -20.4% | +35.9% | +17.6% |
| 3M | +22.8% | -16.4% | +39.2% | +23.4% |
| 6M | +42.5% | +49.2% | -6.8% | +25.0% |
| YTD | +0.5% | +147.2% | -146.7% | -19.6% |
| 1Y | -5.9% | +124.7% | -130.6% | -23.9% |
| 3Y | +79.5% | +230.3% | -150.7% | +29.6% |
| 5Y | +75.3% | +71.4% | +3.9% | +33.3% |
| All | +159.9% | +705.8% | -545.9% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling