-9.2%
VRSK vs PENG
+120.5%
-129.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.1% | +9.5% | -0.7% |
| 7D | +4.2% | -20.5% | +24.7% | +1.8% |
| 30D | +21.2% | -20.4% | +41.5% | +19.0% |
| 3M | +2.9% | -16.4% | +19.3% | +2.3% |
| 6M | +11.3% | +49.2% | -37.9% | +11.8% |
| YTD | -10.8% | +147.2% | -158.0% | -10.5% |
| 1Y | -9.2% | +124.7% | -133.8% | -9.8% |
| All | -9.2% | +120.5% | -129.6% | -9.8% |
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