+197.1%
ABT vs PEG
+148.0%
+49.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -5.9% | -0.9% | -5.0% | -5.6% |
| 30D | -8.1% | -3.7% | -4.4% | -6.8% |
| 3M | +14.5% | -7.3% | +21.8% | +17.7% |
| 6M | -6.3% | -10.5% | +4.2% | -2.6% |
| YTD | -17.1% | -7.5% | -9.6% | -15.0% |
| 1Y | -21.4% | -8.7% | -12.6% | -19.1% |
| 3Y | +5.9% | +31.4% | -25.4% | -7.9% |
| 5Y | -12.8% | +37.8% | -50.5% | -26.1% |
| All | +197.1% | +148.0% | +49.1% | +104.2% |
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 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