-12.8%
VRSK vs PBF
+99.3%
-112.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -7.7% | +2.3% | -10.1% | -7.8% |
| 30D | -2.8% | +11.6% | -14.4% | -3.1% |
| 3M | -3.7% | +81.7% | -85.4% | -8.8% |
| 6M | -12.8% | +96.4% | -109.2% | -18.3% |
| All | -12.8% | +99.3% | -112.1% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling