+100.9%
JNJ vs PEG
+43.5%
+57.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.4% |
| 7D | +3.5% | +4.5% | -1.1% | +2.3% |
| 30D | +12.5% | +7.5% | +5.0% | +10.5% |
| 3M | +9.6% | +0.8% | +8.7% | +9.3% |
| 6M | +25.3% | 0.0% | +25.3% | +25.3% |
| YTD | +40.3% | -3.0% | +43.3% | +41.1% |
| 1Y | +49.6% | -4.7% | +54.4% | +51.1% |
| 3Y | +110.8% | +36.5% | +74.3% | +86.9% |
| All | +100.9% | +43.5% | +57.5% | +72.1% |
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