+469.4%
PWR vs VRSK
-11.8%
+481.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | +4.2% | -5.2% | +9.4% | +4.6% |
| 30D | -4.0% | -2.3% | -1.7% | -4.0% |
| 3M | -4.8% | -2.9% | -1.8% | -5.8% |
| 6M | +14.6% | -12.8% | +27.4% | +16.2% |
| YTD | +54.2% | -20.8% | +75.1% | +60.2% |
| 1Y | +67.1% | -33.2% | +100.3% | +84.1% |
| 3Y | +218.5% | -26.6% | +245.0% | +223.2% |
| All | +469.4% | -11.8% | +481.2% | +437.3% |
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