+643.9%
ATI vs PCOR
-10.0%
+653.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -3.8% | +23.7% | -27.5% | -7.3% |
| 30D | -13.5% | +39.0% | -52.5% | -18.4% |
| 3M | -17.9% | +35.8% | -53.7% | -22.6% |
| 6M | +8.4% | +38.2% | -29.9% | +1.1% |
| YTD | +46.7% | +3.9% | +42.8% | +43.6% |
| 1Y | +74.5% | +5.7% | +68.8% | +69.7% |
| 3Y | +303.7% | +44.8% | +258.9% | +264.1% |
| 5Y | +848.9% | -19.8% | +868.7% | +791.8% |
| All | +643.9% | -10.0% | +653.9% | +598.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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