-12.0%
VRSK vs PL
+79.0%
-91.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.5% |
| 7D | -9.7% | -7.5% | -2.2% | -9.6% |
| 30D | -8.5% | -25.6% | +17.1% | -7.9% |
| 3M | -1.7% | -45.6% | +43.9% | -0.3% |
| 6M | -17.9% | -29.5% | +11.7% | -18.5% |
| YTD | -21.1% | -9.7% | -11.4% | -22.8% |
| 1Y | -35.1% | +84.4% | -119.5% | -38.9% |
| 3Y | -26.7% | +550.0% | -576.7% | -38.7% |
| 5Y | -12.0% | +79.0% | -91.0% | -18.9% |
| All | -12.0% | +79.0% | -91.0% | -18.9% |
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