+87.6%
PBR vs VRSK
+585.1%
-497.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.6% |
| 7D | +4.2% | -7.7% | +12.0% | +7.4% |
| 30D | +22.7% | -2.8% | +25.6% | +23.7% |
| 3M | +21.5% | -3.7% | +25.2% | +21.6% |
| 6M | +24.0% | -12.8% | +36.8% | +28.5% |
| YTD | +88.2% | -21.0% | +109.2% | +102.1% |
| 1Y | +74.8% | -32.5% | +107.3% | +99.8% |
| 3Y | +105.1% | -26.5% | +131.7% | +118.0% |
| 5Y | +572.2% | -11.5% | +583.7% | +525.3% |
| 10Y | +692.7% | +125.7% | +567.1% | +362.8% |
| All | +87.6% | +585.1% | -497.5% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling