-12.3%
VRSK vs PL
+570.0%
-582.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +3.6% | +5.6% | -2.1% | +3.8% |
| 30D | +14.9% | -16.9% | +31.8% | +14.8% |
| 3M | +12.9% | -38.2% | +51.1% | +12.7% |
| 6M | +19.3% | -63.4% | +82.8% | +19.0% |
| YTD | -8.1% | -27.6% | +19.6% | -9.6% |
| 1Y | -3.2% | +6.6% | -9.8% | -5.6% |
| 3Y | -12.3% | +557.6% | -569.9% | -20.2% |
| All | -12.3% | +570.0% | -582.3% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling