+280.4%
VRSK vs PBF
+315.7%
-35.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.4% |
| 7D | -5.4% | +1.4% | -6.8% | -5.5% |
| 30D | -1.8% | +15.8% | -17.6% | -2.6% |
| 3M | -2.2% | +90.3% | -92.5% | -5.9% |
| 6M | -14.9% | +102.8% | -117.7% | -18.6% |
| YTD | -20.0% | +187.3% | -207.3% | -25.1% |
| 1Y | -33.1% | +161.8% | -195.0% | -37.3% |
| 3Y | -25.6% | +55.5% | -81.1% | -29.2% |
| 5Y | -10.1% | +801.9% | -812.0% | -26.4% |
| 10Y | +128.4% | +362.2% | -233.8% | +76.3% |
| All | +280.4% | +315.7% | -35.2% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling