+273.8%
ROIV vs PEGA
-48.7%
+322.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +6.8% |
| 7D | +5.3% | -4.5% | +9.8% | +6.2% |
| 30D | +11.9% | -5.7% | +17.6% | +12.9% |
| 3M | +10.7% | +2.6% | +8.1% | +9.3% |
| 6M | +34.9% | -10.6% | +45.5% | +35.7% |
| YTD | +79.2% | -45.5% | +124.7% | +98.2% |
| 1Y | +89.0% | -44.8% | +133.8% | +108.1% |
| 3Y | +337.3% | +45.5% | +291.8% | +256.2% |
| 5Y | +402.3% | -45.3% | +447.6% | +325.4% |
| All | +273.8% | -48.7% | +322.6% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling