+123.5%
VRSK vs PR
+87.0%
+36.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -7.7% | -0.2% | -7.6% | -7.7% |
| 30D | -2.8% | +10.4% | -13.3% | -2.9% |
| 3M | -3.7% | +21.1% | -24.9% | -3.9% |
| 6M | -12.8% | +28.8% | -41.5% | -13.0% |
| YTD | -21.0% | +71.8% | -92.8% | -21.5% |
| 1Y | -32.5% | +73.3% | -105.8% | -32.9% |
| 3Y | -26.5% | +85.9% | -112.4% | -27.2% |
| 5Y | -11.5% | +421.8% | -433.3% | -13.4% |
| All | +123.5% | +87.0% | +36.5% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling