+84.2%
JNJ vs PEG
+36.3%
+47.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | +2.3% | -3.7% | +6.0% | +3.3% |
| 3M | +12.0% | -7.3% | +19.3% | +14.2% |
| 6M | +10.5% | -10.5% | +20.9% | +13.5% |
| YTD | +30.4% | -7.5% | +37.9% | +32.8% |
| 1Y | +52.1% | -8.7% | +60.9% | +55.3% |
| 3Y | +77.8% | +31.4% | +46.4% | +59.4% |
| All | +84.2% | +36.3% | +47.8% | +60.5% |
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