-76.3%
PCG vs VRSK
+126.1%
-202.3%
-94.6%
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 | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.5% | -5.2% | +1.7% | -1.7% |
| 30D | -20.6% | -2.3% | -18.3% | -20.2% |
| 3M | -17.6% | -2.9% | -14.6% | -17.4% |
| 6M | -23.5% | -12.8% | -10.7% | -20.5% |
| YTD | -13.6% | -20.8% | +7.2% | -7.1% |
| 1Y | -11.3% | -33.2% | +21.9% | +2.7% |
| 3Y | -16.9% | -26.6% | +9.7% | -10.1% |
| 5Y | +50.8% | -11.3% | +62.1% | +44.7% |
| All | -76.3% | +126.1% | -202.3% | -82.7% |
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 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