+421.4%
ROIV vs PEGA
-46.7%
+468.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +14.3% | -8.2% | +22.5% | +16.2% |
| 30D | +16.2% | -11.6% | +27.8% | +18.9% |
| 3M | +15.1% | -4.2% | +19.3% | +15.1% |
| 6M | +44.2% | -12.0% | +56.2% | +45.5% |
| YTD | +89.8% | -46.9% | +136.7% | +112.2% |
| 1Y | +94.6% | -47.0% | +141.6% | +117.1% |
| 3Y | +367.5% | +40.9% | +326.7% | +274.3% |
| 5Y | +421.4% | -45.4% | +466.8% | +279.8% |
| All | +421.4% | -46.7% | +468.1% | +279.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling