-11.1%
VRSK vs PFGC
+110.3%
-121.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.2% | -4.8% | -0.4% | -4.3% |
| 30D | -2.3% | -12.5% | +10.2% | 0.0% |
| 3M | -2.9% | -9.7% | +6.8% | -1.1% |
| 6M | -12.8% | +7.0% | -19.8% | -14.0% |
| YTD | -20.8% | +4.5% | -25.3% | -21.9% |
| 1Y | -33.2% | -11.6% | -21.6% | -31.9% |
| 3Y | -26.6% | +58.5% | -85.1% | -34.4% |
| All | -11.1% | +110.3% | -121.4% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling