+124.0%
VRSK vs PFGC
+292.9%
-168.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.2% | -4.8% | -0.4% | -4.5% |
| 30D | -2.3% | -12.5% | +10.2% | -0.5% |
| 3M | -2.9% | -9.7% | +6.8% | -1.5% |
| 6M | -12.8% | +7.0% | -19.8% | -13.9% |
| YTD | -20.8% | +4.5% | -25.3% | -21.7% |
| 1Y | -33.2% | -11.6% | -21.6% | -32.4% |
| 3Y | -26.6% | +58.5% | -85.1% | -32.1% |
| 5Y | -11.3% | +112.6% | -123.9% | -22.3% |
| All | +124.0% | +292.9% | -168.9% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling