-9.2%
VRSK vs PR
+87.5%
-96.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +7.0% | +0.4% |
| 7D | +4.2% | -12.1% | +16.3% | +4.2% |
| 30D | +21.2% | +0.9% | +20.3% | +20.7% |
| 3M | +2.9% | +10.1% | -7.2% | +2.2% |
| 6M | +11.3% | +1.1% | +10.2% | +11.7% |
| YTD | -10.8% | +63.7% | -74.5% | -14.1% |
| 1Y | -9.2% | +87.0% | -96.2% | -14.9% |
| All | -9.2% | +87.5% | -96.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling