+257.6%
PFE vs VRSK
+593.4%
-335.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.4% |
| 7D | -4.3% | -5.4% | +1.1% | -2.8% |
| 30D | +2.7% | -1.8% | +4.5% | +3.1% |
| 3M | +10.0% | -2.2% | +12.2% | +10.1% |
| 6M | +7.2% | -14.9% | +22.1% | +11.1% |
| YTD | +17.3% | -20.0% | +37.3% | +23.5% |
| 1Y | +20.3% | -33.1% | +53.5% | +33.4% |
| 3Y | -1.6% | -25.6% | +24.0% | +4.4% |
| 5Y | -21.4% | -10.1% | -11.2% | -22.8% |
| 10Y | +35.2% | +128.4% | -93.2% | -1.8% |
| All | +257.6% | +593.4% | -335.8% | +99.8% |
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