+311.9%
ROIV vs PENG
+153.0%
+158.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -23.0% | +18.8% | -1.3% |
| 7D | -2.4% | -36.7% | +34.3% | +2.8% |
| 30D | +3.1% | -42.0% | +45.1% | +9.1% |
| 3M | +5.8% | -33.2% | +39.0% | +9.1% |
| 6M | +29.3% | +2.1% | +27.2% | +19.7% |
| YTD | +68.8% | +90.3% | -21.5% | +37.2% |
| 1Y | +81.0% | +67.7% | +13.4% | +49.8% |
| All | +311.9% | +153.0% | +158.9% | +166.1% |
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