| Low PERG-beta | Market average | Differential | |||
| Year | Return | Sharpe ratio | Return | Sharpe ratio | |
| 2002 | 7.73% | 0.163 | 0.166% | −0.271 | 7.56% |
| 2003 | 59.92% | 5.450 | 106.569% | 4.023 | −47% |
| 2004 | 13.90% | 1.464 | 6.960% | 0.177 | 6.94% |
| 2005 | 2.23% | −0.312 | 4.517% | −0.017 | −2.29% |
| 2006 | 22.48% | 1.498 | −4.698% | −0.627 | 27.18% |
| 2007 | 19.26% | 1.202 | 29.908% | 1.198 | −10.65% |
| 2008 | −23.30% | −1.318 | −46.401% | −1.404 | 23.11% |
| 2009 | 98.97% | 6.385 | 75.025% | 3.155 | 23.95% |
| 2010 | 39.45% | 2.838 | 44.052% | 2.396 | −4.60% |
| 2011 | 17.80% | 0.741 | 22.958% | 0.828 | −5.15% |
| 2012 | 67.27% | 7.340 | 38.065% | 2.874 | 29.21% |
| G. mean | 24.769% | 18.647% | |||