+580.9%
VRSK vs PEG
+340.0%
+240.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -2.9% | -7.3% | +4.4% | -0.3% |
| 6M | -12.8% | -10.5% | -2.3% | -9.7% |
| YTD | -20.8% | -7.5% | -13.3% | -19.3% |
| 1Y | -33.2% | -8.7% | -24.5% | -31.7% |
| 3Y | -26.6% | +31.4% | -57.9% | -36.1% |
| 5Y | -11.3% | +37.8% | -49.1% | -24.8% |
| 10Y | +126.1% | +148.0% | -21.9% | +54.8% |
| All | +580.9% | +340.0% | +240.9% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling