+14.9%
PSA vs VRSK
-11.8%
+26.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -1.8% | -5.2% | +3.3% | -0.2% |
| 30D | -8.4% | -2.3% | -6.1% | -7.9% |
| 3M | -7.8% | -2.9% | -4.9% | -7.3% |
| 6M | +0.8% | -12.8% | +13.6% | +4.8% |
| YTD | +16.5% | -20.8% | +37.3% | +25.4% |
| 1Y | +4.7% | -33.2% | +37.9% | +21.5% |
| 3Y | +21.1% | -26.6% | +47.6% | +31.8% |
| All | +14.9% | -11.8% | +26.7% | +12.2% |
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 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