-26.6%
VRSK vs PNR
-14.5%
-12.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -5.2% | -6.0% | +0.9% | -4.2% |
| 30D | -2.3% | -14.0% | +11.7% | 0.0% |
| 3M | -2.9% | -21.7% | +18.8% | +0.3% |
| 6M | -12.8% | -37.3% | +24.5% | -7.0% |
| YTD | -20.8% | -45.1% | +24.3% | -13.3% |
| 1Y | -33.2% | -49.1% | +15.9% | -26.1% |
| 3Y | -26.6% | -14.8% | -11.7% | -21.0% |
| All | -26.6% | -14.5% | -12.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling