+273.8%
ROIV vs PEG
+55.2%
+218.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.3% |
| 7D | +5.3% | -2.3% | +7.6% | +5.9% |
| 30D | +11.9% | +1.2% | +10.7% | +11.6% |
| 3M | +10.7% | -2.4% | +13.1% | +11.3% |
| 6M | +34.9% | -6.9% | +41.8% | +36.8% |
| YTD | +79.2% | -7.2% | +86.4% | +81.6% |
| 1Y | +89.0% | -8.9% | +97.9% | +92.3% |
| 3Y | +337.3% | +27.1% | +310.2% | +316.9% |
| 5Y | +402.3% | +33.8% | +368.5% | +378.6% |
| All | +273.8% | +55.2% | +218.6% | +255.2% |
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