-21.0%
PFE vs VRSK
-11.3%
-9.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -4.0% | -7.7% | +3.7% | -2.6% |
| 30D | +3.9% | -2.8% | +6.7% | +4.3% |
| 3M | +9.9% | -3.7% | +13.6% | +10.3% |
| 6M | +5.3% | -12.8% | +18.1% | +7.6% |
| YTD | +16.8% | -21.0% | +37.7% | +22.0% |
| 1Y | +20.4% | -32.5% | +52.9% | +30.5% |
| 3Y | -2.1% | -26.5% | +24.4% | +3.3% |
| 5Y | -21.0% | -11.5% | -9.5% | -25.0% |
| All | -21.0% | -11.3% | -9.7% | -25.0% |
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