+652.1%
PSA vs VRSK
+585.1%
+67.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -3.6% | -7.7% | +4.1% | -0.9% |
| 30D | -9.4% | -2.8% | -6.6% | -8.7% |
| 3M | -8.2% | -3.7% | -4.5% | -7.4% |
| 6M | -1.8% | -12.8% | +10.9% | +1.8% |
| YTD | +15.7% | -21.0% | +36.7% | +23.9% |
| 1Y | +6.3% | -32.5% | +38.7% | +20.6% |
| 3Y | +21.6% | -26.5% | +48.1% | +31.9% |
| 5Y | +13.5% | -11.5% | +25.0% | +12.8% |
| 10Y | +101.3% | +125.7% | -24.4% | +41.9% |
| All | +652.1% | +585.1% | +67.0% | +237.9% |
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