-5.9%
ABT vs PEG
-6.2%
+0.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.5% |
| 7D | +12.5% | +1.0% | +11.5% | +12.4% |
| 30D | +16.1% | +6.6% | +9.5% | +14.8% |
| 3M | +10.2% | -3.1% | +13.3% | +11.2% |
| 6M | +33.7% | -7.4% | +41.1% | +36.8% |
| YTD | -5.5% | -6.4% | +0.9% | -4.1% |
| 1Y | -5.9% | -7.4% | +1.5% | -4.2% |
| All | -5.9% | -6.2% | +0.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling