+2,904.9%
PWR vs VRSK
+586.4%
+2,318.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | +4.2% | -5.2% | +9.4% | +6.2% |
| 30D | -4.0% | -2.3% | -1.7% | -3.7% |
| 3M | -4.8% | -2.9% | -1.8% | -6.0% |
| 6M | +14.6% | -12.8% | +27.4% | +16.9% |
| YTD | +54.2% | -20.8% | +75.1% | +62.8% |
| 1Y | +67.1% | -33.2% | +100.3% | +90.2% |
| 3Y | +218.5% | -26.6% | +245.0% | +233.8% |
| 5Y | +466.3% | -11.3% | +477.6% | +426.8% |
| 10Y | +2,520.4% | +126.1% | +2,394.3% | +1,282.8% |
| All | +2,904.9% | +586.4% | +2,318.5% | +701.9% |
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