-11.1%
VRSK vs PSKY
-70.1%
+59.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -5.2% | -2.4% | -2.8% | -5.0% |
| 30D | -2.3% | +11.6% | -13.9% | -3.1% |
| 3M | -2.9% | +1.5% | -4.5% | -3.1% |
| 6M | -12.8% | +7.7% | -20.5% | -13.4% |
| YTD | -20.8% | -20.1% | -0.7% | -20.0% |
| 1Y | -33.2% | -38.3% | +5.1% | -31.6% |
| 3Y | -26.6% | -17.7% | -8.8% | -27.9% |
| All | -11.1% | -70.1% | +59.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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