+337.3%
ROIV vs PENG
+184.4%
+153.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.4% | -6.2% | +4.6% |
| 7D | +5.3% | -19.4% | +24.8% | +7.6% |
| 30D | +11.9% | -42.4% | +54.3% | +18.7% |
| 3M | +10.7% | -25.6% | +36.4% | +12.6% |
| 6M | +34.9% | +7.3% | +27.6% | +24.5% |
| YTD | +79.2% | +113.9% | -34.7% | +43.4% |
| 1Y | +89.0% | +93.6% | -4.6% | +53.4% |
| 3Y | +337.3% | +170.2% | +167.1% | +178.2% |
| All | +337.3% | +184.4% | +153.0% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling