+278.9%
PEP vs VRSK
+583.6%
-304.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +2.4% |
| 7D | +0.1% | -9.7% | +9.8% | +3.4% |
| 30D | +0.7% | -8.5% | +9.2% | +3.4% |
| 3M | -0.5% | -1.7% | +1.1% | -0.3% |
| 6M | -11.3% | -17.9% | +6.6% | -6.2% |
| YTD | -0.6% | -21.1% | +20.5% | +5.9% |
| 1Y | +1.7% | -35.1% | +36.8% | +15.8% |
| 3Y | -12.5% | -26.7% | +14.2% | -5.7% |
| 5Y | +3.9% | -12.0% | +15.9% | +3.1% |
| 10Y | +76.6% | +122.9% | -46.3% | +34.3% |
| All | +278.9% | +583.6% | -304.7% | +127.7% |
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