+42.8%
PCG vs VRSK
-11.8%
+54.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.5% | -5.2% | +1.7% | -2.5% |
| 30D | -20.6% | -2.3% | -18.3% | -20.4% |
| 3M | -17.6% | -2.9% | -14.6% | -17.5% |
| 6M | -23.5% | -12.8% | -10.7% | -21.3% |
| YTD | -13.6% | -20.8% | +7.2% | -8.9% |
| 1Y | -11.3% | -33.2% | +21.9% | -1.3% |
| 3Y | -16.9% | -26.6% | +9.7% | -11.6% |
| All | +42.8% | -11.8% | +54.6% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling