-11.1%
VRSK vs PPG
-24.1%
+13.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.2% | -6.2% | +1.1% | -3.6% |
| 30D | -2.3% | -7.9% | +5.6% | -0.3% |
| 3M | -2.9% | -10.2% | +7.3% | -0.5% |
| 6M | -12.8% | +2.7% | -15.5% | -14.4% |
| YTD | -20.8% | +4.9% | -25.7% | -23.6% |
| 1Y | -33.2% | -3.2% | -30.0% | -33.8% |
| 3Y | -26.6% | -17.0% | -9.6% | -24.5% |
| All | -11.1% | -24.1% | +13.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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