+580.9%
VRSK vs PFG
+659.6%
-78.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -5.2% | -0.4% | -4.7% | -5.0% |
| 30D | -2.3% | +2.9% | -5.2% | -3.1% |
| 3M | -2.9% | +6.7% | -9.6% | -4.7% |
| 6M | -12.8% | +33.8% | -46.6% | -19.3% |
| YTD | -20.8% | +35.0% | -55.8% | -27.0% |
| 1Y | -33.2% | +46.4% | -79.6% | -39.8% |
| 3Y | -26.6% | +71.7% | -98.2% | -37.3% |
| 5Y | -11.3% | +113.7% | -125.0% | -29.5% |
| 10Y | +126.1% | +247.8% | -121.7% | +47.0% |
| All | +580.9% | +659.6% | -78.7% | +263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling