-11.6%
ABT vs PEG
+35.4%
-47.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | -5.8% | -2.8% | -3.0% | -4.9% |
| 3M | +16.7% | -6.9% | +23.7% | +19.6% |
| 6M | -5.2% | -11.4% | +6.2% | -1.4% |
| YTD | -16.0% | -7.4% | -8.6% | -14.0% |
| 1Y | -18.3% | -8.3% | -10.0% | -16.2% |
| 3Y | +9.2% | +31.5% | -22.3% | -7.0% |
| 5Y | -11.6% | +38.0% | -49.5% | -26.8% |
| All | -11.6% | +35.4% | -47.0% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling