+302.4%
ROIV vs PEGA
-50.3%
+352.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +9.5% | -8.6% | +18.1% | +11.3% |
| 30D | +21.0% | -10.1% | +31.1% | +23.2% |
| 3M | +18.7% | -4.7% | +23.5% | +18.9% |
| 6M | +44.5% | -8.0% | +52.5% | +44.4% |
| YTD | +92.9% | -47.1% | +140.0% | +114.5% |
| 1Y | +100.2% | -47.5% | +147.7% | +122.5% |
| 3Y | +375.0% | +40.2% | +334.8% | +289.5% |
| 5Y | +435.2% | -45.7% | +480.9% | +355.1% |
| All | +302.4% | -50.3% | +352.7% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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