+36.8%
PPL vs VRSK
-10.8%
+47.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | 0.0% | -5.4% | +5.4% | +1.3% |
| 30D | -1.3% | -1.8% | +0.5% | -1.0% |
| 3M | -2.6% | -2.2% | -0.3% | -2.5% |
| 6M | -8.4% | -14.9% | +6.5% | -5.1% |
| YTD | +0.2% | -20.0% | +20.2% | +5.4% |
| 1Y | -0.2% | -33.1% | +32.9% | +10.8% |
| 3Y | +52.9% | -25.6% | +78.6% | +62.6% |
| 5Y | +36.8% | -10.1% | +47.0% | +29.8% |
| All | +36.8% | -10.8% | +47.6% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling