-1.2%
PPL vs VRSK
-32.7%
+31.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | 0.0% | -5.4% | +5.4% | +0.4% |
| 30D | -1.3% | -1.8% | +0.5% | -1.2% |
| 3M | -2.6% | -2.2% | -0.3% | -2.5% |
| 6M | -8.4% | -14.9% | +6.5% | -6.6% |
| YTD | +0.2% | -20.0% | +20.2% | +3.1% |
| All | -1.2% | -32.7% | +31.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling