-1.7%
VRSK vs PTC
-2.3%
+0.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.5% | 0.0% | -3.8% |
| 7D | -9.7% | -12.8% | +3.1% | -5.9% |
| 30D | -8.5% | -9.8% | +1.3% | -5.5% |
| 3M | -1.7% | -2.1% | +0.4% | -2.2% |
| All | -1.7% | -2.3% | +0.6% | -2.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling