+8,487.5%
JNJ vs PEG
+2,929.1%
+5,558.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | +4.3% | -1.9% | +6.2% | +4.9% |
| 3M | +16.5% | -3.7% | +20.2% | +17.8% |
| 6M | +13.1% | -9.4% | +22.6% | +16.4% |
| YTD | +32.1% | -6.0% | +38.1% | +34.3% |
| 1Y | +54.5% | -4.4% | +58.8% | +56.0% |
| 3Y | +82.5% | +33.5% | +49.0% | +64.3% |
| 5Y | +80.0% | +35.7% | +44.3% | +59.9% |
| 10Y | +195.7% | +140.4% | +55.2% | +115.5% |
| All | +8,487.5% | +2,929.1% | +5,558.4% | +2,211.7% |
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