+6,642.4%
ABT vs PEG
+2,907.1%
+3,735.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.7% | +0.7% | -4.4% | -3.9% |
| 30D | +2.5% | -2.4% | +4.9% | +3.3% |
| 3M | +20.2% | -4.8% | +25.0% | +22.0% |
| 6M | -2.9% | -10.7% | +7.8% | +0.5% |
| YTD | -11.9% | -6.7% | -5.3% | -10.2% |
| 1Y | -16.5% | -6.8% | -9.7% | -15.0% |
| 3Y | +12.1% | +34.5% | -22.4% | -0.5% |
| 5Y | -7.4% | +35.8% | -43.2% | -18.4% |
| 10Y | +210.7% | +141.7% | +69.0% | +121.4% |
| All | +6,642.4% | +2,907.1% | +3,735.4% | +1,527.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling