+29.3%
ROIV vs PEGA
-9.1%
+38.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -4.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.5% |
| 30D | +3.1% | -3.0% | +6.0% | +2.8% |
| 3M | +5.8% | +5.8% | 0.0% | +5.8% |
| 6M | +29.3% | -8.8% | +38.1% | +32.6% |
| All | +29.3% | -9.1% | +38.4% | +32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling