+5.1%
VRSK vs PCOR
-36.7%
+41.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -7.7% | -12.2% | +4.4% | -5.8% |
| 30D | -2.8% | -9.4% | +6.6% | -1.3% |
| 3M | -3.7% | +22.2% | -25.9% | -7.0% |
| 6M | -12.8% | -7.3% | -5.4% | -12.6% |
| YTD | -21.0% | -26.8% | +5.9% | -18.5% |
| 1Y | -32.5% | -22.2% | -10.2% | -31.1% |
| 3Y | -26.5% | -19.1% | -7.5% | -27.7% |
| 5Y | -11.5% | -42.4% | +30.9% | -14.3% |
| All | +5.1% | -36.7% | +41.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling