+124.0%
VRSK vs PNC
+279.5%
-155.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -2.3% | -4.4% | +2.1% | -1.2% |
| 3M | -2.9% | +5.2% | -8.2% | -4.4% |
| 6M | -12.8% | +20.6% | -33.4% | -17.4% |
| YTD | -20.8% | +19.8% | -40.6% | -25.3% |
| 1Y | -33.2% | +24.4% | -57.6% | -37.8% |
| 3Y | -26.6% | +131.2% | -157.8% | -44.5% |
| 5Y | -11.3% | +53.1% | -64.4% | -24.9% |
| All | +124.0% | +279.5% | -155.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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