-75.9%
PCG vs VRSK
+125.6%
-201.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +0.5% | -7.7% | +8.2% | +3.4% |
| 30D | -18.9% | -2.8% | -16.1% | -18.4% |
| 3M | -15.8% | -3.7% | -12.1% | -15.4% |
| 6M | -22.6% | -12.8% | -9.8% | -19.6% |
| YTD | -12.2% | -21.0% | +8.8% | -5.5% |
| 1Y | -7.1% | -32.5% | +25.4% | +7.0% |
| 3Y | -15.8% | -26.5% | +10.7% | -9.0% |
| 5Y | +53.3% | -11.5% | +64.8% | +47.3% |
| All | -75.9% | +125.6% | -201.5% | -82.4% |
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