-33.2%
VRSK vs PENG
+98.5%
-131.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | +0.6% |
| 7D | -5.2% | -1.2% | -4.0% | -5.3% |
| 30D | -2.3% | -12.9% | +10.6% | -3.3% |
| 3M | -2.9% | -20.5% | +17.5% | -3.4% |
| 6M | -12.8% | +176.8% | -189.6% | -13.5% |
| YTD | -20.8% | +161.6% | -182.4% | -21.1% |
| 1Y | -33.2% | +95.6% | -128.9% | -34.3% |
| All | -33.2% | +98.5% | -131.7% | -34.3% |
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