+201.6%
ABBV vs PEG
+43.5%
+158.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | +1.3% | +4.5% | -3.2% | +0.1% |
| 30D | +4.7% | +7.5% | -2.8% | +2.8% |
| 3M | +18.3% | +0.8% | +17.5% | +18.0% |
| 6M | +43.4% | 0.0% | +43.4% | +43.3% |
| YTD | +33.0% | -3.0% | +36.0% | +33.9% |
| 1Y | +30.8% | -4.7% | +35.6% | +32.2% |
| 3Y | +135.1% | +36.5% | +98.6% | +111.2% |
| All | +201.6% | +43.5% | +158.1% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling