+284.5%
ROIV vs PEG
+59.9%
+224.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.6% |
| 7D | +9.2% | +2.3% | +6.9% | +8.6% |
| 30D | +19.9% | +6.1% | +13.8% | +18.3% |
| 3M | +10.6% | -0.5% | +11.1% | +10.7% |
| 6M | +36.1% | -3.2% | +39.2% | +36.8% |
| YTD | +84.3% | -4.4% | +88.7% | +85.6% |
| 1Y | +87.6% | -7.4% | +95.0% | +90.1% |
| 3Y | +353.9% | +33.9% | +320.0% | +328.5% |
| 5Y | +376.1% | +42.3% | +333.8% | +349.6% |
| All | +284.5% | +59.9% | +224.6% | +262.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling