+234.1%
ABT vs PEG
+171.2%
+62.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +0.7% |
| 7D | -1.3% | +4.5% | -5.8% | -2.9% |
| 30D | +6.0% | +7.5% | -1.5% | +3.2% |
| 3M | -1.9% | +0.8% | -2.7% | -2.4% |
| 6M | +31.2% | 0.0% | +31.2% | +30.7% |
| YTD | -11.2% | -3.0% | -8.2% | -10.7% |
| 1Y | -14.0% | -4.7% | -9.2% | -12.9% |
| 3Y | +20.7% | +36.5% | -15.8% | +3.4% |
| 5Y | -6.7% | +44.4% | -51.0% | -22.4% |
| All | +234.1% | +171.2% | +62.9% | +123.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling