-26.7%
VRSK vs PFG
+68.8%
-95.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -7.7% | -3.0% | -4.7% | -7.1% |
| 30D | -2.8% | +2.5% | -5.3% | -3.4% |
| 3M | -3.7% | +6.1% | -9.8% | -5.1% |
| 6M | -12.8% | +31.3% | -44.1% | -18.1% |
| YTD | -21.0% | +33.6% | -54.5% | -26.1% |
| 1Y | -32.5% | +48.5% | -81.0% | -38.5% |
| All | -26.7% | +68.8% | -95.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling