+298.8%
ROIV vs PEG
+57.3%
+241.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.7% | +18.0% | +18.6% |
| 7D | +20.2% | +1.0% | +19.1% | +19.9% |
| 30D | +14.1% | -1.9% | +16.0% | +14.6% |
| 3M | +45.6% | -3.7% | +49.3% | +46.7% |
| 6M | +44.1% | -9.4% | +53.6% | +47.0% |
| YTD | +91.2% | -6.0% | +97.1% | +93.3% |
| 1Y | +221.3% | -4.4% | +225.7% | +223.3% |
| 3Y | +229.2% | +33.5% | +195.7% | +211.2% |
| 5Y | +316.5% | +35.7% | +280.7% | +298.5% |
| All | +298.8% | +57.3% | +241.6% | +278.0% |
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