-12.8%
VRSK vs PSLV
-25.6%
+12.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.3% |
| 7D | -5.2% | -3.5% | -1.7% | -5.8% |
| 30D | -2.3% | -2.1% | -0.2% | -2.6% |
| 3M | -2.9% | -1.6% | -1.3% | -2.0% |
| 6M | -12.8% | -25.5% | +12.7% | -15.2% |
| All | -12.8% | -25.6% | +12.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 6mo: compounded portfolio wealth divided by compounded PSLV 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…
6mo analysis · Full analysis span regression · 6 months rolling