+1,354.0%
ABBV vs PEG
+302.1%
+1,051.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | +18.3% | +0.8% | +17.5% | +17.9% |
| 6M | +43.4% | 0.0% | +43.4% | +43.1% |
| YTD | +33.0% | -3.0% | +36.0% | +33.8% |
| 1Y | +30.8% | -4.7% | +35.6% | +32.3% |
| 3Y | +135.1% | +36.5% | +98.6% | +108.8% |
| 5Y | +201.2% | +44.4% | +156.9% | +159.8% |
| 10Y | +602.7% | +170.2% | +432.5% | +377.0% |
| All | +1,354.0% | +302.1% | +1,051.9% | +798.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling