-30.6%
VRSK vs PTC
-33.3%
+2.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | -0.6% |
| 7D | -3.1% | -10.3% | +7.1% | +0.3% |
| 30D | -1.6% | +1.1% | -2.7% | -1.9% |
| 3M | +3.5% | +1.6% | +1.9% | +2.0% |
| 6M | -13.4% | -13.5% | +0.1% | -11.4% |
| YTD | -16.5% | -19.1% | +2.5% | -14.3% |
| 1Y | -30.6% | -33.9% | +3.3% | -24.4% |
| All | -30.6% | -33.3% | +2.7% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling