+100.5%
PSA vs VRSK
+126.1%
-25.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -1.8% | -5.2% | +3.3% | +0.1% |
| 30D | -8.4% | -2.3% | -6.1% | -7.8% |
| 3M | -7.8% | -2.9% | -4.9% | -7.3% |
| 6M | +0.8% | -12.8% | +13.6% | +4.9% |
| YTD | +16.5% | -20.8% | +37.3% | +25.4% |
| 1Y | +4.7% | -33.2% | +37.9% | +21.0% |
| 3Y | +21.1% | -26.6% | +47.6% | +32.1% |
| 5Y | +14.2% | -11.3% | +25.5% | +12.4% |
| All | +100.5% | +126.1% | -25.6% | +44.9% |
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 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