+578.1%
VRSK vs PTC
+871.3%
-293.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.5% | 0.0% | -4.2% |
| 7D | -9.7% | -12.8% | +3.1% | -6.5% |
| 30D | -8.5% | -9.8% | +1.3% | -6.1% |
| 3M | -1.7% | -2.1% | +0.4% | -1.6% |
| 6M | -17.9% | -18.1% | +0.2% | -14.2% |
| YTD | -21.1% | -23.5% | +2.4% | -16.3% |
| 1Y | -35.1% | -37.4% | +2.2% | -27.8% |
| 3Y | -26.7% | -7.2% | -19.5% | -27.6% |
| 5Y | -12.0% | +2.7% | -14.7% | -16.7% |
| 10Y | +122.9% | +203.4% | -80.5% | +55.1% |
| All | +578.1% | +871.3% | -293.2% | +255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling