+133.3%
PSX vs VRSK
-26.6%
+159.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +1.5% | -7.7% | +9.2% | +2.0% |
| 30D | +15.8% | -2.8% | +18.7% | +15.9% |
| 3M | +43.0% | -3.7% | +46.7% | +42.7% |
| 6M | +61.1% | -12.8% | +73.9% | +60.4% |
| YTD | +104.5% | -21.0% | +125.5% | +104.8% |
| 1Y | +102.5% | -32.5% | +135.0% | +106.3% |
| All | +133.3% | -26.6% | +159.9% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling