+362.6%
PSX vs VRSK
-11.8%
+374.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.7% | -5.2% | +6.9% | +2.1% |
| 30D | +15.6% | -2.3% | +18.0% | +15.7% |
| 3M | +46.5% | -2.9% | +49.4% | +46.3% |
| 6M | +55.0% | -12.8% | +67.8% | +55.4% |
| YTD | +105.3% | -20.8% | +126.1% | +107.3% |
| 1Y | +101.6% | -33.2% | +134.8% | +107.1% |
| 3Y | +134.1% | -26.6% | +160.7% | +138.2% |
| All | +362.6% | -11.8% | +374.3% | +344.9% |
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 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