-33.2%
VRSK vs PTC
-36.4%
+3.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -5.2% | -7.3% | +2.1% | -2.7% |
| 30D | -2.3% | -11.6% | +9.3% | +1.8% |
| 3M | -2.9% | +10.5% | -13.4% | -6.2% |
| 6M | -12.8% | -17.8% | +5.0% | -9.1% |
| YTD | -20.8% | -24.9% | +4.1% | -16.9% |
| 1Y | -33.2% | -36.8% | +3.6% | -27.2% |
| All | -33.2% | -36.4% | +3.2% | -27.2% |
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