+499.9%
ABBV vs PEG
+148.3%
+351.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | +2.0% | -2.8% | +4.7% | +2.8% |
| 3M | +14.2% | -6.9% | +21.1% | +16.6% |
| 6M | +14.1% | -11.4% | +25.5% | +18.1% |
| YTD | +14.2% | -7.4% | +21.6% | +16.7% |
| 1Y | +24.2% | -8.3% | +32.5% | +27.0% |
| 3Y | +89.8% | +31.5% | +58.3% | +71.0% |
| 5Y | +187.2% | +38.0% | +149.2% | +152.2% |
| All | +499.9% | +148.3% | +351.6% | +360.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling