+54.6%
PPL vs VRSK
+125.6%
-71.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -1.8% | -7.7% | +6.0% | +1.0% |
| 30D | -2.2% | -2.8% | +0.6% | -1.5% |
| 3M | -3.1% | -3.7% | +0.7% | -2.5% |
| 6M | -8.1% | -12.8% | +4.7% | -4.8% |
| YTD | 0.0% | -21.0% | +21.0% | +7.2% |
| 1Y | -1.3% | -32.5% | +31.1% | +12.3% |
| 3Y | +52.7% | -26.5% | +79.2% | +64.9% |
| 5Y | +37.4% | -11.5% | +48.9% | +33.6% |
| All | +54.6% | +125.6% | -71.0% | +13.7% |
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