+175.9%
PPL vs VRSK
+705.9%
-530.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -2.2% | -2.4% | +0.2% | -1.5% |
| 30D | +1.7% | +16.8% | -15.1% | -3.3% |
| 3M | +0.1% | +14.7% | -14.6% | -4.6% |
| 6M | -1.5% | +24.7% | -26.3% | -9.2% |
| YTD | +3.0% | -7.0% | +10.0% | +3.5% |
| 1Y | -1.4% | -2.1% | +0.7% | -2.7% |
| 3Y | +53.5% | -11.4% | +64.8% | +54.5% |
| 5Y | +46.4% | -1.2% | +47.6% | +39.7% |
| 10Y | +64.3% | +161.7% | -97.5% | +18.2% |
| All | +175.9% | +705.9% | -530.0% | +53.8% |
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 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