-76.0%
PCG vs VRSK
+162.8%
-238.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.9% |
| 7D | +2.2% | +1.6% | +0.6% | +1.6% |
| 30D | +0.8% | +15.1% | -14.3% | -4.8% |
| 3M | -23.8% | +12.1% | -35.9% | -27.7% |
| 6M | -19.6% | +29.4% | -49.0% | -28.7% |
| YTD | -16.7% | -6.4% | -10.4% | -16.4% |
| 1Y | -19.4% | -3.6% | -15.8% | -20.2% |
| 3Y | -18.3% | -10.9% | -7.4% | -18.4% |
| 5Y | +10.4% | -0.5% | +10.9% | +1.9% |
| All | -76.0% | +162.8% | -238.8% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling