+662.0%
PBR vs VRSK
+126.1%
+536.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +5.4% | -5.2% | +10.5% | +7.3% |
| 30D | +22.9% | -2.3% | +25.2% | +23.5% |
| 3M | +19.6% | -2.9% | +22.6% | +19.3% |
| 6M | +16.5% | -12.8% | +29.3% | +20.7% |
| YTD | +86.7% | -20.8% | +107.5% | +100.3% |
| 1Y | +74.7% | -33.2% | +107.9% | +101.3% |
| 3Y | +102.6% | -26.6% | +129.2% | +114.2% |
| 5Y | +566.6% | -11.3% | +577.9% | +506.9% |
| All | +662.0% | +126.1% | +536.0% | +312.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling