+580.9%
VRSK vs PPG
+406.6%
+174.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.2% | -6.2% | +1.1% | -3.2% |
| 30D | -2.3% | -7.9% | +5.6% | +0.2% |
| 3M | -2.9% | -10.2% | +7.3% | +0.1% |
| 6M | -12.8% | +2.7% | -15.5% | -14.8% |
| YTD | -20.8% | +4.9% | -25.7% | -23.7% |
| 1Y | -33.2% | -3.2% | -30.0% | -33.9% |
| 3Y | -26.6% | -17.0% | -9.6% | -24.7% |
| 5Y | -11.3% | -23.3% | +12.0% | -8.3% |
| 10Y | +126.1% | +26.4% | +99.7% | +86.9% |
| All | +580.9% | +406.6% | +174.3% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling