+373.1%
ROIV vs PENG
+31.0%
+342.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -23.0% | +18.8% | -0.3% |
| 7D | -2.4% | -36.7% | +34.3% | +4.6% |
| 30D | +3.1% | -42.0% | +45.1% | +11.2% |
| 3M | +5.8% | -33.2% | +39.0% | +10.3% |
| 6M | +29.3% | +2.1% | +27.2% | +18.0% |
| YTD | +68.8% | +90.3% | -21.5% | +32.2% |
| 1Y | +81.0% | +67.7% | +13.4% | +45.2% |
| 3Y | +294.6% | +154.2% | +140.4% | +163.8% |
| 5Y | +373.1% | +28.3% | +344.8% | +243.5% |
| All | +373.1% | +31.0% | +342.1% | +243.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling