The substance that is a peroxide is Na2O2.
A peroxide is a compound that contains an oxygen-oxygen single bond, also known as a peroxide linkage. Na2O2 is a peroxide because it contains the peroxide linkage between the two oxygen atoms in the formula. In contrast, CuO, Pb3O4, Fe2O3, and AI2O3 do not contain a peroxide linkage and are not peroxides.
In summary, Na2O2 is the only substance in the given options that is a peroxide because it contains an oxygen-oxygen single bond, which is a defining characteristic of peroxides.