-12.0%
VRSK vs PR
+409.5%
-421.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.0% |
| 3M | -1.7% | +21.8% | -23.4% | -2.4% |
| 6M | -17.9% | +27.6% | -45.5% | -18.6% |
| YTD | -21.1% | +71.4% | -92.6% | -22.6% |
| 1Y | -35.1% | +78.3% | -113.5% | -36.5% |
| 3Y | -26.7% | +85.5% | -112.2% | -28.9% |
| 5Y | -12.0% | +422.7% | -434.7% | -16.9% |
| All | -12.0% | +409.5% | -421.5% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling