+164.2%
PCAR vs VRSK
-11.3%
+175.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -1.6% | -7.7% | +6.2% | -0.5% |
| 30D | -7.3% | -2.8% | -4.4% | -7.0% |
| 3M | +7.8% | -3.7% | +11.5% | +8.1% |
| 6M | +3.6% | -12.8% | +16.3% | +5.7% |
| YTD | +12.9% | -21.0% | +33.8% | +17.5% |
| 1Y | +27.3% | -32.5% | +59.8% | +37.6% |
| 3Y | +61.9% | -26.5% | +88.4% | +68.2% |
| 5Y | +164.2% | -11.5% | +175.6% | +145.7% |
| All | +164.2% | -11.3% | +175.4% | +145.7% |
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