-1.2%
VRSK vs PL
+36.0%
-37.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +3.6% | +5.6% | -2.1% | +3.5% |
| 30D | +14.9% | -16.9% | +31.8% | +15.3% |
| 3M | +12.9% | -38.2% | +51.1% | +14.0% |
| 6M | +19.3% | -63.4% | +82.8% | +21.7% |
| YTD | -8.1% | -27.6% | +19.6% | -9.7% |
| 1Y | -3.2% | +6.6% | -9.8% | -6.9% |
| 3Y | -12.3% | +557.6% | -569.9% | -27.7% |
| 5Y | -1.2% | +39.5% | -40.7% | -10.0% |
| All | -1.2% | +36.0% | -37.2% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling