+199.8%
ABBV vs PENG
+42.1%
+157.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.4% | -11.3% | +1.0% |
| 7D | -1.2% | -19.4% | +18.2% | -1.2% |
| 30D | +8.0% | -42.4% | +50.4% | +8.2% |
| 3M | +20.2% | -25.6% | +45.8% | +20.1% |
| 6M | +44.0% | +7.3% | +36.7% | +41.6% |
| YTD | +31.3% | +113.9% | -82.5% | +26.2% |
| 1Y | +37.0% | +93.6% | -56.6% | +32.0% |
| 3Y | +128.0% | +170.2% | -42.3% | +113.2% |
| All | +199.8% | +42.1% | +157.7% | +180.4% |
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