-37.7%
VRSK vs PLTD
-77.3%
+39.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.3% | -7.9% | -5.5% |
| 7D | -9.7% | +4.5% | -14.2% | -9.6% |
| 30D | -8.5% | -0.7% | -7.8% | -8.5% |
| 3M | -1.7% | -31.0% | +29.4% | -2.1% |
| 6M | -17.9% | -24.8% | +6.9% | -18.3% |
| YTD | -21.1% | -18.6% | -2.6% | -21.7% |
| 1Y | -35.1% | -31.8% | -3.3% | -35.8% |
| All | -37.7% | -77.3% | +39.6% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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