+579.5%
VRSK vs PNC
+752.7%
-173.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.5% |
| 7D | -7.7% | -0.9% | -6.8% | -7.5% |
| 30D | -2.8% | -4.4% | +1.6% | -1.7% |
| 3M | -3.7% | +5.3% | -9.0% | -5.2% |
| 6M | -12.8% | +19.6% | -32.3% | -17.3% |
| YTD | -21.0% | +19.1% | -40.1% | -25.4% |
| 1Y | -32.5% | +24.3% | -56.8% | -37.1% |
| 3Y | -26.5% | +132.2% | -158.7% | -44.2% |
| 5Y | -11.5% | +52.3% | -63.8% | -25.1% |
| 10Y | +125.7% | +274.8% | -149.1% | +36.3% |
| All | +579.5% | +752.7% | -173.1% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling