-11.1%
VRSK vs PEG
+36.3%
-47.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -2.3% | -3.7% | +1.4% | -1.3% |
| 3M | -2.9% | -7.3% | +4.4% | -0.8% |
| 6M | -12.8% | -10.5% | -2.3% | -10.3% |
| YTD | -20.8% | -7.5% | -13.3% | -19.7% |
| 1Y | -33.2% | -8.7% | -24.5% | -32.0% |
| 3Y | -26.6% | +31.4% | -57.9% | -37.7% |
| All | -11.1% | +36.3% | -47.4% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling