+797.8%
PH vs VRSK
+126.1%
+671.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.3% | -5.2% | +3.9% | +0.9% |
| 30D | -11.0% | -2.3% | -8.7% | -10.4% |
| 3M | +5.5% | -2.9% | +8.4% | +5.3% |
| 6M | +1.5% | -12.8% | +14.3% | +5.4% |
| YTD | +8.8% | -20.8% | +29.6% | +17.6% |
| 1Y | +24.5% | -33.2% | +57.7% | +46.9% |
| 3Y | +141.2% | -26.6% | +167.7% | +160.4% |
| 5Y | +256.3% | -11.3% | +267.6% | +232.4% |
| All | +797.8% | +126.1% | +671.8% | +387.0% |
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 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