-26.7%
VRSK vs PR
+87.2%
-113.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.8% | -5.6% |
| 7D | -9.7% | -0.6% | -9.1% | -9.7% |
| 30D | -8.5% | +17.4% | -25.9% | -8.6% |
| 3M | -1.7% | +21.8% | -23.4% | -1.9% |
| 6M | -17.9% | +27.6% | -45.5% | -18.0% |
| YTD | -21.1% | +71.4% | -92.6% | -21.3% |
| 1Y | -35.1% | +78.3% | -113.5% | -35.3% |
| 3Y | -26.7% | +85.5% | -112.2% | -28.2% |
| All | -26.7% | +87.2% | -113.9% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling