+555.4%
ABBV vs PENG
+661.7%
-106.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.6% | +0.2% |
| 7D | +1.5% | -3.8% | +5.3% | +1.5% |
| 30D | +6.7% | -40.1% | +46.8% | +9.1% |
| 3M | +19.9% | -21.8% | +41.7% | +20.4% |
| 6M | +47.5% | +3.3% | +44.1% | +43.0% |
| YTD | +32.2% | +133.6% | -101.4% | +19.8% |
| 1Y | +37.8% | +110.7% | -72.9% | +25.7% |
| 3Y | +134.8% | +204.3% | -69.5% | +101.2% |
| 5Y | +203.0% | +54.4% | +148.6% | +166.6% |
| All | +555.4% | +661.7% | -106.3% | +378.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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