-9.2%
VRSK vs PEG
-6.2%
-3.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.5% |
| 7D | +4.2% | +1.0% | +3.2% | +4.4% |
| 30D | +21.2% | +6.6% | +14.6% | +22.5% |
| 3M | +2.9% | -3.1% | +6.0% | +1.8% |
| 6M | +11.3% | -7.4% | +18.7% | +9.3% |
| YTD | -10.8% | -6.4% | -4.4% | -12.7% |
| 1Y | -9.2% | -7.4% | -1.7% | -11.0% |
| All | -9.2% | -6.2% | -3.0% | -11.0% |
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