+143.0%
VRSK vs PENG
+762.7%
-619.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -9.0% | -2.9% |
| 7D | -3.1% | +4.5% | -7.7% | -3.4% |
| 30D | -1.6% | -7.1% | +5.5% | -1.3% |
| 3M | +3.5% | -27.3% | +30.8% | +4.2% |
| 6M | -13.4% | +169.6% | -182.9% | -22.4% |
| YTD | -16.5% | +164.6% | -181.1% | -25.3% |
| 1Y | -30.6% | +109.5% | -140.0% | -36.9% |
| 3Y | -21.9% | +98.9% | -120.8% | -31.8% |
| 5Y | -6.3% | +116.3% | -122.5% | -21.2% |
| All | +143.0% | +762.7% | -619.6% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling