-9.2%
VRSK vs PBF
+120.1%
-129.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.1% | +0.4% |
| 7D | +4.2% | -0.9% | +5.1% | +4.2% |
| 30D | +21.2% | -13.7% | +34.9% | +21.0% |
| 3M | +2.9% | +10.6% | -7.7% | +2.7% |
| 6M | +11.3% | +61.2% | -49.8% | +8.9% |
| YTD | -10.8% | +172.7% | -183.6% | -12.3% |
| 1Y | -9.2% | +111.0% | -120.2% | -10.9% |
| All | -9.2% | +120.1% | -129.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling