+150.1%
VRSK vs PR
+169.5%
-19.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.5% |
| 7D | -3.1% | +2.9% | -6.0% | -3.1% |
| 30D | -1.6% | +18.0% | -19.6% | -1.8% |
| 3M | +3.5% | +16.9% | -13.4% | +3.3% |
| 6M | -13.4% | +28.2% | -41.6% | -13.6% |
| YTD | -16.5% | +69.3% | -85.8% | -17.0% |
| 1Y | -30.6% | +69.5% | -100.1% | -31.0% |
| 3Y | -21.9% | +81.7% | -103.6% | -22.6% |
| 5Y | -6.3% | +422.2% | -428.5% | -8.2% |
| 10Y | +133.1% | +110.4% | +22.7% | +155.3% |
| All | +150.1% | +169.5% | -19.4% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling