+318.0%
PG vs VRSK
+586.4%
-268.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -5.2% | +4.4% | +0.7% |
| 30D | +0.8% | -2.3% | +3.1% | +1.3% |
| 3M | -1.3% | -2.9% | +1.6% | -1.0% |
| 6M | -3.8% | -12.8% | +9.0% | -0.9% |
| YTD | +3.6% | -20.8% | +24.4% | +9.4% |
| 1Y | -5.7% | -33.2% | +27.5% | +4.8% |
| 3Y | +1.6% | -26.6% | +28.2% | +8.6% |
| 5Y | +14.6% | -11.3% | +25.9% | +13.6% |
| 10Y | +121.2% | +126.1% | -4.9% | +71.8% |
| All | +318.0% | +586.4% | -268.4% | +170.9% |
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