-10.1%
VRSK vs PENG
+116.9%
-127.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | -5.4% | +7.3% | -12.7% | -5.5% |
| 30D | -1.8% | -7.5% | +5.7% | -1.7% |
| 3M | -2.2% | -17.2% | +15.0% | -2.4% |
| 6M | -14.9% | +176.7% | -191.7% | -20.9% |
| YTD | -20.0% | +161.0% | -181.1% | -25.5% |
| 1Y | -33.1% | +108.8% | -142.0% | -37.1% |
| 3Y | -25.6% | +109.8% | -135.4% | -32.5% |
| 5Y | -10.1% | +111.7% | -121.9% | -19.9% |
| All | -10.1% | +116.9% | -127.0% | -19.9% |
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