-2.3%
VRSK vs PL
+70.3%
-72.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | -7.7% | -9.0% | +1.3% | -7.5% |
| 30D | -2.8% | -29.6% | +26.8% | -2.1% |
| 3M | -3.7% | -45.7% | +42.0% | -2.4% |
| 6M | -12.8% | -34.3% | +21.5% | -13.3% |
| YTD | -21.0% | -15.4% | -5.6% | -22.5% |
| 1Y | -32.5% | +86.1% | -118.5% | -36.5% |
| 3Y | -26.5% | +509.1% | -535.7% | -38.5% |
| 5Y | -11.5% | +68.3% | -79.8% | -22.0% |
| All | -2.3% | +70.3% | -72.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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