-11.5%
VRSK vs PTC
+0.6%
-12.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -7.7% | -14.2% | +6.5% | -3.8% |
| 30D | -2.8% | -14.4% | +11.6% | +1.4% |
| 3M | -3.7% | -4.7% | +1.0% | -3.0% |
| 6M | -12.8% | -19.3% | +6.5% | -8.3% |
| YTD | -21.0% | -26.1% | +5.1% | -15.2% |
| 1Y | -32.5% | -37.1% | +4.6% | -24.7% |
| 3Y | -26.5% | -10.4% | -16.1% | -28.4% |
| 5Y | -11.5% | +2.5% | -14.0% | -20.6% |
| All | -11.5% | +0.6% | -12.1% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling