-16.0%
PCG vs VRSK
-8.8%
-7.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +1.9% | +4.2% | -2.3% | +2.0% |
| 30D | +8.5% | +21.2% | -12.7% | +8.9% |
| 3M | -22.9% | +2.9% | -25.8% | -22.8% |
| 6M | -16.8% | +11.3% | -28.1% | -15.8% |
| YTD | -15.8% | -10.8% | -4.9% | -16.1% |
| 1Y | -16.0% | -9.2% | -6.8% | -16.0% |
| All | -16.0% | -8.8% | -7.2% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling