+252.1%
ROIV vs PEGA
-46.9%
+299.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.8% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | +3.1% | -3.0% | +6.0% | +3.5% |
| 3M | +5.8% | +5.8% | 0.0% | +3.9% |
| 6M | +29.3% | -8.8% | +38.1% | +29.7% |
| YTD | +68.8% | -43.5% | +112.3% | +85.5% |
| 1Y | +81.0% | -43.4% | +124.4% | +98.5% |
| 3Y | +294.6% | +48.6% | +246.0% | +220.8% |
| 5Y | +373.1% | -43.3% | +416.5% | +298.2% |
| All | +252.1% | -46.9% | +299.0% | +201.4% |
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 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