+150.3%
VRSK vs PFGC
+396.6%
-246.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -7.7% | -4.8% | -2.9% | -7.1% |
| 30D | -2.8% | -17.2% | +14.4% | -0.2% |
| 3M | -3.7% | -6.3% | +2.6% | -2.8% |
| 6M | -12.8% | +8.8% | -21.6% | -14.0% |
| YTD | -21.0% | +4.9% | -25.9% | -21.9% |
| 1Y | -32.5% | -9.5% | -23.0% | -31.8% |
| 3Y | -26.5% | +59.6% | -86.1% | -32.2% |
| 5Y | -11.5% | +113.5% | -125.0% | -22.6% |
| 10Y | +125.7% | +292.8% | -167.1% | +78.8% |
| All | +150.3% | +396.6% | -246.3% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling