-51.6%
PCG vs VRSK
+623.8%
-675.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +5.0% | +3.3% |
| 7D | -13.9% | -3.1% | -10.7% | -13.0% |
| 30D | -16.9% | -1.6% | -15.3% | -16.6% |
| 3M | -14.7% | +3.5% | -18.2% | -16.2% |
| 6M | -23.8% | -13.4% | -10.5% | -21.0% |
| YTD | -10.5% | -16.5% | +6.0% | -6.5% |
| 1Y | -5.1% | -30.6% | +25.5% | +5.6% |
| 3Y | -11.6% | -21.9% | +10.3% | -7.1% |
| 5Y | +59.0% | -6.3% | +65.3% | +53.6% |
| 10Y | -75.7% | +133.1% | -208.8% | -81.6% |
| All | -51.6% | +623.8% | -675.4% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling