+78.3%
JNJ vs PEG
+32.0%
+46.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.3% | -0.9% | -3.4% | -4.2% |
| 30D | +3.0% | -2.8% | +5.8% | +3.5% |
| 3M | +12.2% | -6.9% | +19.2% | +13.7% |
| 6M | +10.5% | -11.4% | +21.9% | +12.7% |
| YTD | +30.8% | -7.4% | +38.2% | +32.5% |
| 1Y | +54.9% | -8.3% | +63.2% | +57.2% |
| All | +78.3% | +32.0% | +46.4% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling