-26.7%
VRSK vs PCOR
-17.1%
-9.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.4% | -5.1% |
| 7D | -9.7% | -6.9% | -2.8% | -8.8% |
| 30D | -8.5% | -1.5% | -7.0% | -8.3% |
| 3M | -1.7% | +18.5% | -20.2% | -4.1% |
| 6M | -17.9% | -4.7% | -13.2% | -18.6% |
| YTD | -21.1% | -22.8% | +1.6% | -21.2% |
| 1Y | -35.1% | -20.7% | -14.4% | -35.3% |
| 3Y | -26.7% | -14.6% | -12.1% | -26.5% |
| All | -26.7% | -17.1% | -9.6% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling