+235.9%
ROIV vs PEGA
-40.9%
+276.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +0.6% | +3.3% | -2.7% | 0.0% |
| 30D | +1.0% | +17.7% | -16.8% | -2.5% |
| 3M | +18.3% | +5.8% | +12.5% | +15.9% |
| 6M | +18.3% | -20.3% | +38.6% | +22.6% |
| YTD | +61.0% | -37.1% | +98.1% | +74.1% |
| 1Y | +177.9% | -30.2% | +208.1% | +191.3% |
| 3Y | +199.1% | +48.1% | +151.0% | +146.3% |
| 5Y | +250.7% | -46.8% | +297.5% | +192.6% |
| All | +235.9% | -40.9% | +276.8% | +182.7% |
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