+0.2%
VRSK vs PENG
+68.7%
-68.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.4% | +1.1% |
| 7D | +4.1% | +1.9% | +2.2% | +4.3% |
| 30D | +16.1% | -37.8% | +53.8% | +16.3% |
| 3M | +14.1% | -14.1% | +28.2% | +14.2% |
| 6M | +22.9% | +13.1% | +9.7% | +20.2% |
| YTD | -7.2% | +151.8% | -159.0% | -13.6% |
| 1Y | -3.4% | +136.0% | -139.3% | -9.8% |
| 3Y | -11.5% | +217.9% | -229.4% | -22.7% |
| 5Y | +0.2% | +64.1% | -63.9% | -10.8% |
| All | +0.2% | +68.7% | -68.5% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling