+69.6%
PBR vs VRSK
-30.3%
+99.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | +8.6% | -3.1% | +11.7% | +8.6% |
| 30D | +12.8% | -1.6% | +14.4% | +12.8% |
| 3M | +14.7% | +3.5% | +11.2% | +13.9% |
| 6M | +25.2% | -13.4% | +38.5% | +24.5% |
| YTD | +77.1% | -16.5% | +93.7% | +73.6% |
| 1Y | +69.6% | -30.6% | +100.1% | +54.2% |
| All | +69.6% | -30.3% | +99.8% | +54.2% |
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