+32.8%
PFE vs VRSK
+126.1%
-93.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.6% | -5.2% | +2.6% | -1.1% |
| 30D | +5.4% | -2.3% | +7.7% | +6.0% |
| 3M | +7.8% | -2.9% | +10.7% | +8.1% |
| 6M | +5.0% | -12.8% | +17.8% | +8.3% |
| YTD | +17.1% | -20.8% | +37.9% | +24.1% |
| 1Y | +19.3% | -33.2% | +52.5% | +33.6% |
| 3Y | -0.9% | -26.6% | +25.6% | +5.9% |
| 5Y | -20.8% | -11.3% | -9.5% | -22.6% |
| All | +32.8% | +126.1% | -93.3% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling