-30.6%
VRSK vs PEG
-7.0%
-23.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -3.1% | +0.7% | -3.8% | -3.0% |
| 30D | -1.6% | -2.4% | +0.9% | -1.9% |
| 3M | +3.5% | -4.8% | +8.3% | +3.2% |
| 6M | -13.4% | -10.7% | -2.7% | -14.3% |
| YTD | -16.5% | -6.7% | -9.8% | -17.7% |
| 1Y | -30.6% | -6.8% | -23.7% | -31.4% |
| All | -30.6% | -7.0% | -23.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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