+124.0%
VRSK vs PTC
+205.0%
-81.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -5.2% | -7.3% | +2.1% | -3.1% |
| 30D | -2.3% | -11.6% | +9.3% | +1.1% |
| 3M | -2.9% | +10.5% | -13.4% | -5.8% |
| 6M | -12.8% | -17.8% | +5.0% | -8.6% |
| YTD | -20.8% | -24.9% | +4.1% | -15.1% |
| 1Y | -33.2% | -36.8% | +3.6% | -25.1% |
| 3Y | -26.6% | -8.7% | -17.9% | -27.6% |
| 5Y | -11.3% | +4.1% | -15.4% | -17.5% |
| All | +124.0% | +205.0% | -81.0% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling