+22.9%
VRSK vs PL
-62.9%
+85.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.1% |
| 7D | +4.1% | +13.4% | -9.3% | +7.2% |
| 30D | +16.1% | -10.2% | +26.2% | +15.7% |
| 3M | +14.1% | -39.5% | +53.6% | +8.3% |
| 6M | +22.9% | -65.7% | +88.6% | +12.1% |
| All | +22.9% | -62.9% | +85.8% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling