-19.4%
PCG vs VRSK
-1.3%
-18.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.2% |
| 7D | +2.2% | +1.6% | +0.6% | +2.2% |
| 30D | +0.8% | +15.1% | -14.3% | +1.0% |
| 3M | -23.8% | +12.1% | -35.9% | -23.6% |
| 6M | -19.6% | +29.4% | -49.0% | -18.4% |
| YTD | -16.7% | -6.4% | -10.4% | -16.6% |
| 1Y | -19.4% | -3.6% | -15.8% | -18.8% |
| All | -19.4% | -1.3% | -18.1% | -18.8% |
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