+72.9%
PBR vs VRSK
-8.8%
+81.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.4% | -7.4% | -7.0% |
| 7D | -11.0% | +4.2% | -15.2% | -11.0% |
| 30D | -18.8% | +21.2% | -39.9% | -18.8% |
| 3M | +7.8% | +2.9% | +4.9% | +7.9% |
| 6M | -7.6% | +11.3% | -18.9% | -8.8% |
| YTD | +72.7% | -10.8% | +83.5% | +69.7% |
| 1Y | +72.9% | -9.2% | +82.1% | +69.9% |
| All | +72.9% | -8.8% | +81.7% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling