+378.1%
PSX vs VRSK
+126.1%
+252.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.7% | -5.2% | +6.9% | +3.2% |
| 30D | +15.6% | -2.3% | +18.0% | +16.1% |
| 3M | +46.5% | -2.9% | +49.4% | +46.4% |
| 6M | +55.0% | -12.8% | +67.8% | +59.4% |
| YTD | +105.3% | -20.8% | +126.1% | +116.4% |
| 1Y | +101.6% | -33.2% | +134.8% | +124.0% |
| 3Y | +134.1% | -26.6% | +160.7% | +146.5% |
| 5Y | +368.7% | -11.3% | +380.0% | +345.0% |
| All | +378.1% | +126.1% | +252.0% | +206.7% |
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