-26.6%
VRSK vs PTC
-9.2%
-17.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -5.2% | -7.3% | +2.1% | -3.5% |
| 30D | -2.3% | -11.6% | +9.3% | +0.5% |
| 3M | -2.9% | +10.5% | -13.4% | -5.0% |
| 6M | -12.8% | -17.8% | +5.0% | -10.2% |
| YTD | -20.8% | -24.9% | +4.1% | -17.5% |
| 1Y | -33.2% | -36.8% | +3.6% | -28.7% |
| 3Y | -26.6% | -8.7% | -17.9% | -31.3% |
| All | -26.6% | -9.2% | -17.3% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling