+362.4%
PCAR vs VRSK
+126.1%
+236.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.6% | -5.2% | +3.6% | 0.0% |
| 30D | -6.4% | -2.3% | -4.0% | -5.9% |
| 3M | +4.7% | -2.9% | +7.6% | +4.8% |
| 6M | +4.5% | -12.8% | +17.3% | +7.8% |
| YTD | +13.0% | -20.8% | +33.8% | +20.1% |
| 1Y | +23.6% | -33.2% | +56.8% | +39.8% |
| 3Y | +60.7% | -26.6% | +87.3% | +70.8% |
| 5Y | +164.5% | -11.3% | +175.8% | +152.3% |
| All | +362.4% | +126.1% | +236.4% | +162.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling