-14.6%
PCG vs VRSK
-25.7%
+11.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.4% |
| 7D | +6.5% | -5.4% | +11.9% | +7.1% |
| 30D | -16.7% | -1.8% | -15.0% | -16.7% |
| 3M | -14.2% | -2.2% | -11.9% | -14.2% |
| 6M | -21.5% | -14.9% | -6.5% | -19.4% |
| YTD | -11.2% | -20.0% | +8.8% | -7.6% |
| 1Y | -4.2% | -33.1% | +28.9% | +4.0% |
| All | -14.6% | -25.7% | +11.1% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling