+542.7%
PBR vs VRSK
-11.8%
+554.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +5.4% | -5.2% | +10.5% | +5.5% |
| 30D | +22.9% | -2.3% | +25.2% | +22.9% |
| 3M | +19.6% | -2.9% | +22.6% | +19.4% |
| 6M | +16.5% | -12.8% | +29.3% | +16.5% |
| YTD | +86.7% | -20.8% | +107.5% | +86.9% |
| 1Y | +74.7% | -33.2% | +107.9% | +75.8% |
| 3Y | +102.6% | -26.6% | +129.2% | +103.1% |
| All | +542.7% | -11.8% | +554.4% | +577.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling