+172.8%
PPL vs VRSK
+623.8%
-450.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.8% |
| 7D | +2.7% | -3.1% | +5.8% | +3.6% |
| 30D | +0.5% | -1.6% | +2.0% | +0.8% |
| 3M | +0.7% | +3.5% | -2.8% | -0.9% |
| 6M | -7.6% | -13.4% | +5.8% | -4.3% |
| YTD | +1.8% | -16.5% | +18.3% | +6.3% |
| 1Y | -0.8% | -30.6% | +29.8% | +9.8% |
| 3Y | +56.9% | -21.9% | +78.8% | +64.9% |
| 5Y | +39.5% | -6.3% | +45.8% | +35.5% |
| 10Y | +55.4% | +133.1% | -77.7% | +16.3% |
| All | +172.8% | +623.8% | -450.9% | +57.9% |
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