+362.4%
ROIV vs PEGA
+41.6%
+320.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +9.5% | -8.6% | +18.1% | +10.5% |
| 30D | +21.0% | -10.1% | +31.1% | +22.3% |
| 3M | +18.7% | -4.7% | +23.5% | +18.7% |
| 6M | +44.5% | -8.0% | +52.5% | +44.5% |
| YTD | +92.9% | -47.1% | +140.0% | +106.7% |
| 1Y | +100.2% | -47.5% | +147.7% | +114.6% |
| All | +362.4% | +41.6% | +320.8% | +332.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling