+789.5%
PCAR vs VRSK
+583.6%
+205.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.8% | +0.3% |
| 7D | 0.0% | -9.7% | +9.7% | +3.8% |
| 30D | -7.7% | -8.5% | +0.8% | -4.9% |
| 3M | +3.7% | -1.7% | +5.4% | +3.4% |
| 6M | +2.3% | -17.9% | +20.2% | +8.4% |
| YTD | +12.8% | -21.1% | +33.9% | +20.6% |
| 1Y | +27.8% | -35.1% | +62.9% | +47.6% |
| 3Y | +61.8% | -26.7% | +88.5% | +73.1% |
| 5Y | +168.2% | -12.0% | +180.2% | +157.7% |
| 10Y | +359.1% | +122.9% | +236.2% | +167.6% |
| All | +789.5% | +583.6% | +205.8% | +201.2% |
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