+94.6%
ROIV vs PEGA
-46.9%
+141.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +14.3% | -8.2% | +22.5% | +14.7% |
| 30D | +16.2% | -11.6% | +27.8% | +16.7% |
| 3M | +15.1% | -4.2% | +19.3% | +14.6% |
| 6M | +44.2% | -12.0% | +56.2% | +45.6% |
| YTD | +89.8% | -46.9% | +136.7% | +89.6% |
| 1Y | +94.6% | -47.0% | +141.6% | +94.4% |
| All | +94.6% | -46.9% | +141.5% | +94.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling