+182.6%
ABBV vs PENG
+115.2%
+67.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.9% | -1.5% |
| 7D | +0.4% | +4.5% | -4.2% | +0.4% |
| 30D | +4.2% | -7.1% | +11.3% | +4.2% |
| 3M | +14.8% | -27.3% | +42.1% | +15.0% |
| 6M | +10.3% | +169.6% | -159.3% | +6.2% |
| YTD | +14.9% | +164.6% | -149.7% | +10.5% |
| 1Y | +24.1% | +109.5% | -85.3% | +20.2% |
| 3Y | +91.9% | +98.9% | -7.0% | +82.7% |
| All | +182.6% | +115.2% | +67.4% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling