-2.1%
VRSK vs PENG
+136.5%
-138.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.4% |
| 7D | -2.4% | +34.6% | -37.0% | +1.8% |
| 30D | +16.8% | -35.9% | +52.7% | +13.3% |
| 3M | +14.7% | -14.7% | +29.4% | +15.4% |
| 6M | +24.7% | +13.5% | +11.2% | +27.1% |
| YTD | -7.0% | +156.1% | -163.2% | -6.5% |
| 1Y | -2.1% | +141.3% | -143.5% | -2.1% |
| All | -2.1% | +136.5% | -138.7% | -2.1% |
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