+86.7%
ABBV vs PEG
+32.2%
+54.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -4.1% | -0.1% | -4.1% | -4.1% |
| 30D | +1.2% | -1.7% | +2.9% | +1.6% |
| 3M | +12.1% | -6.8% | +18.9% | +14.0% |
| 6M | +12.0% | -11.4% | +23.4% | +15.0% |
| YTD | +12.4% | -7.2% | +19.6% | +14.4% |
| 1Y | +22.9% | -6.1% | +29.1% | +24.6% |
| All | +86.7% | +32.2% | +54.6% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling