-30.6%
VRSK vs PENG
+118.5%
-149.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -9.0% | -1.9% |
| 7D | -3.1% | +4.5% | -7.7% | -2.7% |
| 30D | -1.6% | -7.1% | +5.5% | -2.0% |
| 3M | +3.5% | -27.3% | +30.8% | +2.9% |
| 6M | -13.4% | +169.6% | -182.9% | -13.7% |
| YTD | -16.5% | +164.6% | -181.1% | -16.5% |
| 1Y | -30.6% | +109.5% | -140.0% | -29.8% |
| All | -30.6% | +118.5% | -149.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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